The Intrinsic Diameter of the Surface of a Parallelepiped

In the paper we obtain an explicit formula for the intrinsic diameter of the surface of a rectangular parallelepiped in 3-dimensional Euclidean space. As a consequence, we prove that an parallelepiped with relation for its edge lengths has maximal surface area among all rectangular parallelepipeds with given intrinsic diameter.     

Optimal selection of a portfolio of options under Value-at-Risk constraints: a scenario approach

This paper introduces a multiperiod model for the optimal selection of a financial portfolio of options linked to a single index. The objective of the model is to maximize the expected return of the portfolio under constraints limiting its Value-at-Risk. We rely on scenarios to represent future security prices. The model contains several interesting features, like the consideration of transaction costs, bid-ask spreads, arbitrage-free option pricing, and the possibility to rebalance the portfolio with options introduced at the start of each period. The resulting mixed integer programming model is applied to realistic test instances involving options on the S&P500 index. In spite of the large size and of the numerical difficulty of this model, near-optimal solutions can be computed by a standard branch-and-cut solver or by a specialized heuristic. The structure and the financial features of the selected portfolios are also investigated.     

Fourier Inversion of Distributions Supported by a Hypersurface

Let μ _Σ be the natural measure on R ^N (N≥3) supported by a compact oriented analytic hypersurface Σ, ψ a smooth function on R ^N and P(D) a differential operator in N variables of order m. We determine a sufficient condition on the number λ such that the Fourier integral of the distribution P(D)ψ μ _Σ be summable by Cesàro means of order λ to zero in a point outside the hypersurface. This condition depends on m and on the position of the point with respect to the caustic of the hypersurface.     

Stability of a Turnpike Phenomenon for a Discrete-Time Optimal Control System

We study the structure of solutions of a discrete-time control system with a compact metric space of states X which arises in economic dynamics. This control system is described by a nonempty closed set Ω⊂X×X which determines a class of admissible trajectories (programs) and by a bounded upper semicontinuous objective function v:Ω→R ¹ which determines an optimality criterion. We are interested in turnpike properties of the approximate solutions which are independent of the length of the interval, for all sufficiently large intervals. In the present paper, we show that these turnpike properties are stable under perturbations of the objective function v.     

Map Preserving Local Properties of a Digital Image

In order to study digital topological properties of a k-surface in Z ⁿ , we generalize the topological number in Bertrand (Pattern Recogn. Lett. 15:1003–1011, 1994). Furthermore, we show that a local (k ₀,k ₁)-isomorphism preserves some digital-topological properties, such as a generalized topological number and a simple k ₀-point, and prove that a local (k ₀,k ₁)-isomorphism takes a simple k ₀-surface in into a simple k ₁-surface in .      

Isochronicity at infinity for a class of polynomial differential system

In this paper, we explore the problem of isochronicity at infinity for a class of polynomial differential system. The technique is based on taking infinity into the origin by means of a homeomorphism. Simultaneously, we derive a recursive algorithm to compute period constants at the origin of the transformed system. At the end, as an application of our algorithm, we study pseudo-isochronous center conditions at infinity for a class of septic system.     

On the number of divisors which are values of a polynomial

Let τ(n) be the number of positive divisors of an integer n, and for a polynomial P(X)∈ℤ[X], let

Suitability and managerial implications of a Master Surgical Scheduling approach

Operating room (OR) planning and scheduling is a popular and challenging subject within the operational research applied to health services research (ORAHS). However, the impact in practice is very limited. The organization and culture of a hospital and the inherent characteristics of its processes impose specific implementation issues that affect the success of planning approaches. Current tactical OR planning approaches often fail to account for these issues. Master surgical scheduling (MSS) is a promising approach for hospitals to optimize resource utilization and patient flows. We discuss the pros and cons of MSS and compare MSS with centralized and decentralized planning approaches. Finally, we address various implementation issues of MSS and discuss its suitability for hospitals with different organizational foci and culture.     

Magnetically-Induced Buckling of a Whirling Conducting Rod with Applications to Electrodynamic Space Tethers

We study the effect of a magnetic field on the behaviour of a slender conducting elastic structure, motivated by stability problems of electrodynamic space tethers. Both static (buckling) and dynamic (whirling) instability are considered and we also compute post-buckling configurations. The equations used are the geometrically exact Kirchhoff equations. Magnetic buckling of a welded rod is found to be described by a surprisingly degenerate bifurcation, which is unfolded when both transverse anisotropy of the rod and angular velocity are considered. By solving the linearised equations about the (quasi-) stationary solutions, we find various secondary instabilities. Our results are relevant for current designs of electrodynamic space tethers and potentially for future applications in nano- and molecular wires.     

Traversing a Set of Points with a Minimum Number of Turns

Given a finite set of points S in ℝ ^d , consider visiting the points in S with a polygonal path which makes a minimum number of turns, or equivalently, has the minimum number of segments (links). We call this minimization problem the minimum link spanning path problem. This natural problem has appeared several times in the literature under different variants. The simplest one is that in which the allowed paths are axis-aligned. Let L(S) be the minimum number of links of an axis-aligned path for S, and let G _n ^d be an n×…×n grid in ℤ ^d . Kranakis et al. (Ars Comb. 38:177–192, 1994) showed that L(G _n ²)=2n−1 and and conjectured that, for all d≥3, We prove the conjecture for d=3 by showing the lower bound for L(G _n ³). For d=4, we prove that For general d, we give new estimates on L(G _n ^d ) that are very close to the conjectured value. The new lower bound of improves previous result by Collins and Moret (Inf. Process. Lett. 68:317–319, 1998), while the new upper bound of differs from the conjectured value only in the lower order terms. For arbitrary point sets, we include an exact bound on the minimum number of links needed in an axis-aligned path traversing any planar n-point set. We obtain similar tight estimates (within 1) in any number of dimensions d. For the general problem of traversing an arbitrary set of points in ℝ ^d with an axis-aligned spanning path having a minimum number of links, we present a constant ratio (depending on the dimension d) approximation algorithm. Work by A. Dumitrescu was partially supported by NSF CAREER grant CCF-0444188. Work by F. Hurtado was partially supported by projects MECMTM2006-01267 and Gen. Cat. 2005SGR00692. Work by P. Valtr was partially supported by the project 1M0545 of the Ministry of Education of the Czech Republic.     

The critical groups of a family of graphs and elliptic curves over finite fields

Let q be a power of a prime, and E be an elliptic curve defined over  . Such curves have a classical group structure, and one can form an infinite tower of groups by considering E over field extensions for all k≥1. The critical group of a graph may be defined as the cokernel of L(G), the Laplacian matrix of G. In this paper, we compare elliptic curve groups with the critical groups of a certain family of graphs. This collection of critical groups also decomposes into towers of subgroups, and we highlight additional comparisons by using the Frobenius map of E over  . This work was partially supported by the NSF, grant DMS-0500557 during the author’s graduate school at the University of California, San Diego, and partially supported by an NSF Postdoctoral Fellowship.     

Triebel-Lizorkin Spaces of Para-Accretive Type and a Tb Theorem

In this article, we use a discrete Calderón-type reproducing formula and Plancherel-Pôlya-type inequality associated to a para-accretive function to characterize the Triebel-Lizorkin spaces of para-accretive type $\dot{F}^{\alpha,q}_{b,p}In this article, we use a discrete Calderón-type reproducing formula and Plancherel-P?lya-type inequality associated to a para-accretive function to characterize the Triebel-Lizorkin spaces of para-accretive type , which reduces to the classical Triebel-Lizorkin spaces when the para-accretive function is constant. Moreover, we give a necessary and sufficient condition for the boundedness of paraproduct operators. From this, we show that a generalized singular integral operator T with M _b TM _b ∈WBP is bounded from to if and only if and T ^* b=0 for , where ε is the regularity exponent of the kernel of T. Chin-Cheng Lin supported by National Science Council, Republic of China under Grant #NSC 97-2115-M-008-021-MY3. Kunchuan Wang supported by National Science Council, Republic of China under Grant #NSC 97-2115-M-259-009 and NCU Center for Mathematics and Theoretic Physics.     

The heat kernel of the Laplacian defined on a uniform grid

We adapt a method originally developed by E.B. Davies for second order elliptic operators to obtain an upper heat kernel bound for the Laplacian defined on a uniform grid on the plane.     

Existence of a periodic solution for continuous and discrete periodic second-order equations with variable potentials

Green’s functions for new second-order periodic differential and difference equations with variable potentials are found, then used as kernels in integral operators to guarantee the existence of a positive periodic solution to continuous and discrete second-order periodic boundary value problems with periodic coefficient functions. A new version of the Leggett-Williams fixed point theorem is employed.     

Simultaneous siting and sizing of distribution centers on a plane

The benefits of simultaneous consideration of siting and sizing of distribution centers have been well acknowledged in supply chain design. Most formulations assume that the potential DC sites are known and the decision on location is to select sites from the finite potential DC sites. However, the quality of this discrete version problem depends on the selection of potential DC sites. In this paper we present a planar version of the problem, which assumes that there is no a priori knowledge of DC sites and DCs can be located anywhere in the plane. The goal of the problem is to simultaneously find locations and sizing of DC sites. The solution of the planar problem provides a lower bound for the discrete problem. The objective of the problem is to minimize the total of inbound and outbound transportation costs and distribution center construction costs—which include its fixed charge cost and concave sizing cost. The problem is initially formulated as a nonlinear programming model. We then reformulate it as a set covering problem after establishing certain key properties. A greedy drop heuristic and a column generation heuristic are developed to solve the problem. Computational experiments are provided.     

Exact asymptotics for the stationary distribution of a Markov chain: a production model

We derive rough and exact asymptotic expressions for the stationary distribution π of a Markov chain arising in a queueing/production context. The approach we develop can also handle “cascades,” which are situations where the fluid limit of the large deviation path from the origin to the increasingly rare event is nonlinear. Our approach considers a process that starts at the rare event. In our production example, we can have two sequences of states that asymptotically lie on the same line, yet π has different asymptotics on the two sequences.     

Equivalent Conditions of Asymptotics for the Density of the Supremum of a Random Walk in the Intermediate Case

This paper obtains some equivalent conditions about the asymptotics for the density of the supremum of a random walk with light-tailed increments in the intermediate case. To do this, the paper first corrects the proofs of some existing results about densities of random sums. On the basis of the above results, the paper obtains some equivalent conditions about the asymptotics for densities of ruin distributions in the intermediate case and densities of infinitely divisible distributions. In the above studies, some differences and relations between the results on a distribution and its corresponding density can be discovered.      

Modified Extragradient Methods for a System of Variational Inequalities in Banach Spaces

In this paper, we introduce a new system of general variational inequalities in Banach spaces. We establish the equivalence between this system of variational inequalities and fixed point problems involving the nonexpansive mapping. This alternative equivalent formulation is used to suggest and analyze a modified extragradient method for solving the system of general variational inequalities. Using the demi-closedness principle for nonexpansive mappings, we prove the strong convergence of the proposed iterative method under some suitable conditions.     

Reconstructing a matrix from a partial sampling of Pareto eigenvalues

Let Λ={λ ₁,…,λ _p } be a given set of distinct real numbers. This work deals with the problem of constructing a real matrix A of order n such that each element of Λ is a Pareto eigenvalue of A, that is to say, for all k∈{1,…,p} the complementarity system

$x\geq \mathbf{0}_n,\quad Ax-\lambda_k x\geq \mathbf{0}_n,\quad \langle x, Ax-\lambda_k x\rangle = 0$

admits a nonzero solution x∈? ⁿ .

     

Convergence of a Time Discretisation for Doubly Nonlinear Evolution Equations of Second Order

The convergence of a time discretisation with variable time steps is shown for a class of doubly nonlinear evolution equations of second order. This also proves existence of a weak solution. The operator acting on the zero-order term is assumed to be the sum of a linear, bounded, symmetric, strongly positive operator and a nonlinear operator that fulfils a certain growth and a Hölder-type continuity condition. The operator acting on the first-order time derivative is a nonlinear hemicontinuous operator that fulfils a certain growth condition and is (up to some shift) monotone and coercive.