Zero‐sum flows in designs

Let D be a t ‐ ( v, k , λ) design and let N _i (D) , for 1 ≤ i ≤ t , be the higher incidence matrix of D , a ( 0 , 1 )‐matrix of size , where b is the number of blocks of D . A zero‐sum flow of D is a nowhere‐zero real vector in the null space of N ₁ ( D ). A zero‐sum k‐flow of D is a zero‐sum flow with values in { 1 , …, ±( k ? 1 )}. In this article, we show that every non‐symmetric design admits an integral zero‐sum flow, and consequently we conjecture that every non‐symmetric design admits a zero‐sum 5‐flow. Similarly, the definition of zero‐sum flow can be extended to N _i ( D ), 1 ≤ i ≤ t . Let be the complete design. We conjecture that N _t ( D ) admits a zero‐sum 3‐flow and prove this conjecture for t = 2 . © 2011 Wiley Periodicals, Inc. J Combin Designs 19:355‐364, 2011     

Second‐order finite‐volume schemes for a non‐linear hyperbolic equation: error estimate

We study second‐order finite‐volume schemes for the non‐linear hyperbolic equation u_t(x, t) + div F(x, t, u(x, t)) = 0 with initial condition u₀. The main result is the error estimate between the approximate solution given by the scheme and the entropy solution. It is based on some stability properties verified by the scheme and on a discrete entropy inequality. If u₀ ∈ L^∞ ∩ BV_loc(ℝ^N), we get an error estimate of order h^1/4, where h defines the size of the mesh. Copyright © 2000 John Wiley & Sons, Ltd.     

An upper and lower solution approach for singular boundary value problems with sign changing non‐linearities

We obtain via Schauder's fixed point theorem new results for singular second‐order boundary value problems where our non‐linear term f(t,y,z) is allowed to change sign. In particular, our problem may be singular at y=0, t=0 and/or t=1. Copyright © 2002 John Wiley & Sons, Ltd.     

Products of mixed covering arrays of strength two

A covering array CA(N;t,k, v is an N × k array such that every N × t subarray contains all t‐tuples from v symbols at least once, where t is the strength of the array. Covering arrays are used to generate software test suites to cover all t‐sets of component interactions. The particular case when t = 2 (pairwise coverage) has been extensively studied, both to develop combinatorial constructions and to provide effective algorithmic search techniques. In this paper, a simple “cut‐and‐paste” construction is extended to covering arrays in which different columns (factors) admit different numbers of symbols (values); in the process an improved recursive construction for covering arrays with t = 2 is derived. © 2005 Wiley Periodicals, Inc. J Combin Designs 14: 124–138, 2006     

Two‐level discretization of the Navier‐Stokes equations with r‐Laplacian subgridscale viscosity

The r‐Laplacian has played an important role in the development of computationally efficient models for applications, such as numerical simulation of turbulent flows. In this article, we examine two‐level finite element approximation schemes applied to the Navier‐Stokes equations with r‐Laplacian subgridscale viscosity, where r is the order of the power‐law artificial viscosity term. In the two‐level algorithm, the solution to the fully nonlinear coarse mesh problem is utilized in a single‐step linear fine mesh problem. When modeling parameters are chosen appropriately, the error in the two‐level algorithm is comparable to the error in solving the fully nonlinear problem on the fine mesh. We provide rigorous numerical analysis of the two‐level approximation scheme and derive scalings which vary based on the coefficient r, coarse mesh size H, fine mesh size h, and filter radius δ. We also investigate the two‐level algorithm in several computational settings, including the 3D numerical simulation of flow past a backward‐facing step at Reynolds number Re = 5100. In all numerical tests, the two‐level algorithm was proven to achieve the same order of accuracy as the standard one‐level algorithm, at a fraction of the computational cost. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

On the state of strength‐three covering arrays

A covering array of size N, strength t, degree k, and order υ is a k × N array on υ symbols in which every t × N subarray contains every possible t × 1 column at least once. We present explicit constructions, constructive upper bounds on the size of various covering arrays, and compare our results with those of a commercial product. Applications of covering arrays include software testing, drug screening, and data compression. © 2002 Wiley Periodicals, Inc. J Combin Designs 10: 217–238, 2002; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/jcd.10002     

Remarks on Taylor Series Expansions and Conditional Expectations for Stratonovich SDEs with Complete V‐Commutativity

Abstract

It may happen that there is not a finite maximum order bound for numerical approximations of stochastic processes X = (X _t : 0 ≤ t ≤ T) satisfying Stratonovich stochastic differential equations (SDEs) with some commutative structure along an appropriate functional V(t, X _t ). This statement can be proven with respect to the concept of mean square convergence under the assumption of “infinite smoothness” of drift a(t, x) and diffusion coefficients b ^j (t, x) and with finite initial second moments. As a result, we obtain an infinite series expansion of the conditional expectation 𝔼[V(t, X _t )|? _t ^N ] on any fixed finite time interval [0, T], provided that the information is collected by discretized σ‐field ? _T ^N  = σ{W _{t 0} , W _{t 1} , …, W _{t N?1} , W _T } at N + 1 given time instants t _i  ∈ [0, T] with t ₀ ≤ t ₁ ≤ ··· ≤ t _N?1 ≤ t _N  = T.     

Co‐existence of Poisson and non‐Poisson processes in ordered parallel multilane pedestrian traffic

We show that non‐Poisson and Poisson processes can coexist in ordered parallel multilane pedestrian traffic, in the presence of lane switching which asymmetrically benefits the switchers and nonswitchers. Pedestrians join at the tail end of a queue and transact at the opposite front end. Their aim is to complete a transaction within the shortest possible time, and they can transfer to a shorter queue with probability p_s. Traffic is described by the utilization parameter U = λ〈t_s〉/N, where λ is the average rate of pedestrians entering the system, 〈t_s〉 is the average transaction time, and N is the number of lanes. Using an agent‐based model, we investigate the dependence of the average completion time 〈t_c〉 with variable K = 1 + (1 ? U)^?1 for different N and 〈t_s〉 values. In the absence of switching (p_s = 0), we found that 〈t_c〉 ∝ K^τ, where τ ≈ 1 regardless of N and 〈t_s〉. Lane switching (p_s = 1) reduces 〈t_c〉 for a given K, but its characteristic dependence with K differs for nonswitchers and switchers in the same traffic system. For the nonswitchers, 〈t_c〉 ∝ K^τ, where τ < 1. At low K values, switchers have a larger 〈t_c〉 that also increases more rapidly with K. At large K, the increase rates become equal for both. For nonswitchers, the possible t_c values obey an exponentially decaying probability density function p(t_c). The switchers on the other hand, are described by a fat‐tailed p(t_c) implying that a few are penalized with t_c values that are considerably longer than any of those experienced by nonswitchers. © 2006 Wiley Periodicals, Inc. Complexity 11: 35–42, 2006     

Facial non‐repetitive edge‐coloring of plane graphs

A sequence r₁, r₂, …, r_2n such that r_i=r_{n+ i} for all 1≤i≤n is called a repetition. A sequence S is called non‐repetitive if no block (i.e. subsequence of consecutive terms of S) is a repetition. Let G be a graph whose edges are colored. A trail is called non‐repetitive if the sequence of colors of its edges is non‐repetitive. If G is a plane graph, a facial non‐repetitive edge‐coloring of G is an edge‐coloring such that any facial trail (i.e. a trail of consecutive edges on the boundary walk of a face) is non‐repetitive. We denote π′_f(G) the minimum number of colors of a facial non‐repetitive edge‐coloring of G. In this article, we show that π′_f(G)≤8 for any plane graph G. We also get better upper bounds for π′_f(G) in the cases when G is a tree, a plane triangulation, a simple 3‐connected plane graph, a hamiltonian plane graph, an outerplanar graph or a Halin graph. The bound 4 for trees is tight. © 2010 Wiley Periodicals, Inc. J Graph Theory 66: 38–48, 2010     

Types of superregular matrices and the number of n‐arcs and complete n‐arcs in PG (r,q)

Based on the classification of superregular matrices, the numbers of non‐equivalent n‐arcs and complete n‐arcs in PG(r, q) are determined (i) for 4 ≤ q ≤ 19, 2 ≤ r ≤ q ? 2 and arbitrary n, (ii) for 23 ≤ q ≤ 32, r = 2 and n ≥ q ? 8<$>. The equivalence classes over both PGL (k, q) and PΓL(k, q) are considered throughout the examinations and computations. For the classification, an n‐arc is represented by the systematic generator matrix of the corresponding MDS code, without the identity matrix part of it. A rectangular matrix like this is superregular, i.e., it has only non‐singular square submatrices. Four types of superregular matrices are studied and the non‐equivalent superregular matrices of different types are stored in databases. Some particular results on t(r, q) and m′(r, q)—the smallest and the second largest size for complete arcs in PG(r, q)—are also reported, stating that m′(2, 31) = 22, m′(2, 32) = 24, t(3, 23) = 10, and m′(3, 23) = 16. © 2006 Wiley Periodicals, Inc. J Combin Designs 14: 363–390, 2006     

A recursive construction of t‐wise uniform permutations

We present a recursive construction of a (2t + 1)‐wise uniform set of permutations on 2n objects using a combinatorial design, a t‐wise uniform set of permutations on n objects and a (2t + 1)‐wise uniform set of permutations on n objects. Using the complete design in this procedure gives a t‐wise uniform set of permutations on n objects whose size is at most t²ⁿ, the first non‐trivial construction of an infinite family of t‐wise uniform sets for . If a non‐trivial design with suitable parameters is found, it will imply a corresponding improvement in the construction. © 2013 Wiley Periodicals, Inc. Random Struct. Alg., 46, 531–540, 2015     

Learning finite binary sequences from half‐space data

The problem of inferring a finite binary sequence w *∈{−1, 1}ⁿ is considered. It is supposed that at epochs t=1, 2,…, the learner is provided with random half‐space data in the form of finite binary sequences u ^(t)∈{−1, 1}ⁿ which have positive inner‐product with w *. The goal of the learner is to determine the underlying sequence w * in an efficient, on‐line fashion from the data { u ^(t), t≥1}. In this context, it is shown that the randomized, on‐line directed drift algorithm produces a sequence of hypotheses {w^(t)∈{−1, 1}ⁿ, t≥1} which converges to w * in finite time with probability 1. It is shown that while the algorithm has a minimal space complexity of 2n bits of scratch memory, it has exponential time complexity with an expected mistake bound of order Ω(e^0.139n). Batch incarnations of the algorithm are introduced which allow for massive improvements in running time with a relatively small cost in space (batch size). In particular, using a batch of 𝒪(n log n) examples at each update epoch reduces the expected mistake bound of the (batch) algorithm to 𝒪(n) (in an asynchronous bit update mode) and 𝒪(1) (in a synchronous bit update mode). The problem considered here is related to binary integer programming and to learning in a mathematical model of a neuron. ©1999 John Wiley & Sons, Inc. Random Struct. Alg., 14, 345–381 (1999)     

Existence of positive solutions of fractional‐order elastic beam equation with a non‐Carathéodory nonlinearity

In this article, the existence of positive solutions of a boundary value problem for nonlinear singular fractional‐order elastic beam equation is established. Here, f depends on t,x, and x′; f may be singular at t = 0 and t = 1; and f is a non‐Carathéodory function. The results obtained are based upon fixed‐point theorems in a cone in Banach space. An example is included to illustrate the main results. Copyright © 2015 John Wiley & Sons, Ltd.     

Coding‐theoretic constructions for (t,m,s)‐nets and ordered orthogonal arrays

(t,m,s)‐nets are point sets in Euclidean s‐space satisfying certain uniformity conditions, for use in numerical integration. They can be equivalently described in terms of ordered orthogonal arrays, a class of finite geometrical structures generalizing orthogonal arrays. This establishes a link between quasi‐Monte Carlo methods and coding theory. The ambient space is a metric space generalizing the Hamming space of coding theory. We denote it by NRT space (named after Niederreiter, Rosenbloom and Tsfasman). Our main results are generalizations of coding‐theoretic constructions from Hamming space to NRT space. These comprise a version of the Gilbert‐Varshamov bound, the (u,u+υ)‐construction and concatenation. We present a table of the best known parameters of q‐ary (t,m,s)‐nets for qε{2,3,4,5} and dimension m≤50. © 2002 Wiley Periodicals, Inc. J Combin Designs 10: 403–418, 2002; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/jcd.10015     

Symmetries for the Ablowitz–Ladik Hierarchy: Part I. Four‐Potential Case

In the paper, we first investigate symmetries of isospectral and non‐isospectral four‐potential Ablowitz–Ladik hierarchies. We express these hierarchies in the form of u_n,t= L^mH⁽⁰⁾ , where m is an arbitrary integer (instead of a nature number) and L is the recursion operator. Then by means of the zero‐curvature representations of the isospectral and non‐isospectral flows, we construct symmetries for the isospectral equation hierarchy as well as non‐isospectral equation hierarchy, respectively. The symmetries, respectively, form two centerless Kac‐Moody‐Virasoro algebras. The recursion operator L is proved to be hereditary and a strong symmetry for this isospectral equation hierarchy. Besides, we make clear for the relation between four‐potential and two‐potential Ablowitz–Ladik hierarchies. The even order members in the four‐potential Ablowitz–Ladik hierarchies together with their symmetries and algebraic structures can be reduced to two‐potential case. The reduction keeps invariant for the algebraic structures and the recursion operator for two potential case becomes L² .     

Analysis of a novel preconditioner for a class of p‐level lower rank extracted systems

This paper proposes and studies the performance of a preconditioner suitable for solving a class of symmetric positive definite systems, Âx=b, which we call p‐level lower rank extracted systems (p‐level LRES), by the preconditioned conjugate gradient method. The study of these systems is motivated by the numerical approximation of integral equations with convolution kernels defined on arbitrary p‐dimensional domains. This is in contrast to p‐level Toeplitz systems which only apply to rectangular domains. The coefficient matrix, Â, is a principal submatrix of a p‐level Toeplitz matrix, A, and the preconditioner for the preconditioned conjugate gradient algorithm is provided in terms of the inverse of a p‐level circulant matrix constructed from the elements of A. The preconditioner is shown to yield clustering in the spectrum of the preconditioned matrix which leads to a substantial reduction in the computational cost of solving LRE systems. Copyright © 2006 John Wiley & Sons, Ltd.     

Class of tight bounds on the Q‐function with closed‐form upper bound on relative error

In this paper, we propose a novel class of parametric bounds on the Q‐function, which are lower bounds for 1 ≤ a < 3 and x > x_t = (a (a‐1) / (3‐a))^1/2, and upper bound for a = 3. We prove that the lower and upper bounds on the Q‐function can have the same analytical form that is asymptotically equal, which is a unique feature of our class of tight bounds. For the novel class of bounds and for each particular bound from this class, we derive the beneficial closed‐form expression for the upper bound on the relative error. By comparing the bound tightness for moderate and large argument values not only numerically, but also analytically, we demonstrate that our bounds are tighter compared with the previously reported bounds of similar analytical form complexity.     

Monochromatic Hamiltonian t‐tight Berge‐cycles in hypergraphs

In any r‐uniform hypergraph for 2 ≤ t ≤ r we define an r‐uniform t‐tight Berge‐cycle of length ?, denoted by C_?^{(r, t)}, as a sequence of distinct vertices v₁, v₂, … , v_?, such that for each set (v_i, v_{i + 1}, … , v_{i + t ? 1}) of t consecutive vertices on the cycle, there is an edge E_i of that contains these t vertices and the edges E_i are all distinct for i, 1 ≤ i ≤ ?, where ? + j ≡ j. For t = 2 we get the classical Berge‐cycle and for t = r we get the so‐called tight cycle. In this note we formulate the following conjecture. For any fixed 2 ≤ c, t ≤ r satisfying c + t ≤ r + 1 and sufficiently large n, if we color the edges of K_n^(r), the complete r‐uniform hypergraph on n vertices, with c colors, then there is a monochromatic Hamiltonian t‐tight Berge‐cycle. We prove some partial results about this conjecture and we show that if true the conjecture is best possible. © 2008 Wiley Periodicals, Inc. J Graph Theory 59: 34–44, 2008     

A Bayesian approach to term structure modeling using heavy‐tailed distributions

In this paper, we introduce a robust extension of the three‐factor model of Diebold and Li (J. Econometrics, 130: 337–364, 2006) using the class of symmetric scale mixtures of normal distributions. Specific distributions examined include the multivariate normal, Student‐t, slash, and variance gamma distributions. In the presence of non‐normality in the data, these distributions provide an appealing robust alternative to the routine use of the normal distribution. Using a Bayesian paradigm, we developed an efficient MCMC algorithm for parameter estimation. Moreover, the mixing parameters obtained as a by‐product of the scale mixture representation can be used to identify outliers. Our results reveal that the Diebold–Li models based on the Student‐t and slash distributions provide significant improvement in in‐sample fit and out‐of‐sample forecast to the US yield data than the usual normal‐based model. Copyright © 2011 John Wiley & Sons, Ltd.     

Constant‐sign solutions for singular systems of Fredholm integral equations

We consider the system of Fredholm integral equations where T>0 is fixed and the nonlinearities H_i(t, u₁, u₂, …, u_n) can be singular at t=0 and u_j=0 where j∈{1, 2, …, n}. Criteria are offered for the existence of constant‐sign solutions, i.e. θ_iu_i(t)≥0 for t∈[0, 1] and 1≤i≤n, where θ_i∈{1,?1} is fixed. We also include an example to illustrate the usefulness of the results obtained. Copyright © 2010 John Wiley & Sons, Ltd.