Challenges for mathematical and statistical modelling for metrology

There are challenges in disseminating information concerning mathematical and statistical modelling for metrology. We specify these challenges and consider ways they are being met. In addition to journal papers, the value of supporting software and other aspects are indicated. Relevant work in the UK Software Support for Metrology programme is outlined. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Centralizing and normalizing constants for extrema and for records

A series of relations are given for the domains of attraction of limiting distributions and the corresponding centralizing and normalizing constants for extremal order statistics, record values, and some generalizations of record values.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 166, pp. 103–111, 1988.     

Polytope Lyapunov Functions for Stable and for Stabilizable LSS

We present a new approach for constructing polytope Lyapunov functions for continuous-time linear switching systems (LSS). This allows us to decide the stability of LSS and to compute the Lyapunov exponent with a good precision in relatively high dimensions. The same technique is also extended for stabilizability of positive systems by evaluating a polytope concave Lyapunov function (“antinorm”) in the cone. The method is based on a suitable discretization of the underlying continuous system and provides both a lower and an upper bound for the Lyapunov exponent. The absolute error in the Lyapunov exponent computation is estimated from above and proved to be linear in the dwell time. The practical efficiency of the new method is demonstrated in several examples and in the list of numerical experiments with randomly generated matrices of dimensions up to 10 (for general linear systems) and up to 100 (for positive systems). The development of the method is based on several theoretical results proved in the paper: the existence of monotone invariant norms and antinorms for positively irreducible systems, the equivalence of all contractive norms for stable systems and the linear convergence theorem.     

Appropriate problems for learning and for performing—an issue for teacher training

Selecting, modifying or creating appropriate problems for mathematics class has become an activity of increaing importance in the professional development of German mathematics teachers. But rather than asking in general: “What is a good problem?” there should be a stronger emphasis on considering the specific goal of a problem, e.g.: “What are the ingredients that make a problem appropriate for initiating a learning process” or “What are the characteristics that make a problem appropriate for its use in a central test?” We propose a guiding scheme for teachers that turns out to be especially helpful, since the newly introduced orientation on outcome standards a) leads to a critical predominance of test items and b) expects teachers to design adequate problems for specific learning processes (e.g. problem solving, reasoning and modelling activities).     

Numerical methods for computing sensitivities for ODEs and DDEs

We investigate the performance of the adjoint approach and the variational approach for computing the sensitivities of the least squares objective function commonly used when fitting models to observations. We note that the discrete nature of the objective function makes the cost of the adjoint approach for computing the sensitivities dependent on the number of observations. In the case of ordinary differential equations (ODEs), this dependence is due to having to interrupt the computation at each observation point during numerical solution of the adjoint equations. Each observation introduces a jump discontinuity in the solution of the adjoint differential equations. These discontinuities are propagated in the case of delay differential equations (DDEs), making the performance of the adjoint approach even more sensitive to the number of observations for DDEs. We quantify this cost and suggest ways to make the adjoint approach scale better with the number of observations. In numerical experiments, we compare the adjoint approach with the variational approach for computing the sensitivities.     

NC-Approximation Schemes for NP- and PSPACE-Hard Problems for Geometric Graphs

We present NC-approximation schemes for a number of graph problems when restricted to geometric graphs including unit disk graphs and graphs drawn in a civilized manner. Our approximation schemes exhibit the same time versus performance trade-off as the best known approximation schemes for planar graphs. We also define the concept of λ-precision unit disk graphs and show that for such graphs the approximation schemes have a better time versus performance trade-off than the approximation schemes for arbitrary unit disk graphs. Moreover, compared to unit disk graphs, we show that for λ-precision unit disk graphs many more graph problems have efficient approximation schemes.Our NC-approximation schemes can also be extended to obtain efficient NC-approximation schemes for several PSPACE-hard problems on unit disk graphs specified using a restricted version of the hierarchical specification language of Bentley, Ottmann, and Widmayer. The approximation schemes for hierarchically specified unit disk graphs presented in this paper are among the first approximation schemes in the literature for natural PSPACE-hard optimization problems.     

Scaling Algebras for Charged Fields and Short-Distance Analysis for Localizable and Topological Charges

The method of scaling algebras, which has been introduced earlier as a means for analyzing the short-distance behavior of quantum field theories in the setting of the model-independent, operator algebraic approach, is extended to the case of fields carrying superselection charges. In doing so, consideration will be given to strictly localizable charges (DHR-type superselection charges) as well as to charges which can only be localized in regions extending to spacelike infinity (BF-type superselection charges). A criterion for the preservance of superselection charges in the short-distance scaling limit is proposed. Consequences of this preservance of superselection charges are studied. The conjugate charge of a preserved charge is also preserved, and for charges of DHR-type, the preservance of all charges of a quantum field theory in the scaling limit leads to equivalence of local and global intertwiners between superselection sectors.Communicated by Klaus Fredenhagensubmitted 21/01/03, accepted 26/02/04     

Asymptotics for transient and stationary probabilities for finite and infinite buffer discrete time queues

Consider a discrete time queue with i.i.d. arrivals (see the generalisation below) and a single server with a buffer length m. Let τm be the first time an overflow occurs. We obtain asymptotic rate of growth of moments and distributions of τm as m → ∞. We also show that under general conditions, the overflow epochs converge to a compound Poisson process. Furthermore, we show that the results for the overflow epochs are qualitatively as well as quantitatively different from the excursion process of an infinite buffer queue studied in continuous time in the literature. Asymptotic results for several other characteristics of the loss process are also studied, e.g., exponential decay of the probability of no loss (for a fixed buffer length) in time [0,η], η → ∞, total number of packets lost in [0, η, maximum run of loss states in [0, η]. We also study tails of stationary distributions. All results extend to the multiserver case and most to a Markov modulated arrival process. This revised version was published online in June 2006 with corrections to the Cover Date.     

A Dynamic Programming Approach for Consistency and Propagation for Knapsack Constraints

Knapsack constraints are a key modeling structure in constraint programming. These constraints are normally handled with simple bounding arguments. We propose a dynamic programming structure to represent these constraints. With this structure, we are able to achieve hyper-arc consistency, to determine infeasibility before all variables are set, to generate all solutions quickly, and to provide incrementality by updating the structure after domain reduction. Testing on a difficult set of multiple knapsack instances shows significant reduction in branching.     

A Bessel-Schwarz inequality for Gramians and related bounds for determinants

Summary Using the Gram matrix as a ? generalized inner product ?, several inequalities are derived which generalize the Schwarz and Bessel inequalities. The same approach is then used to obtain several well-known inequalities for determinants which have appeared in the literature. The research of the author was supported by the Air Force Office of Scientific Research under Grant AFOSR 400-63, and by the U.S. Naval Ordnance Laboratory, White Oak, Silver Spring, Maryland. Several of the results contained in this paper were presented to the American Mathematical Society at the Annual Meeting, 1963 (see the Notices Amer. Math. Soc., Vol. 10, No. 1, Part 1, p. 83).     

Invariant Theory for Unipotent Groups and an Algorithm for Computing Invariants

Let X=Spec B be an affine variety over a field of arbitrarycharacteristic, and suppose that there exists an action of aunipotent group (possibly neither smooth nor connected). Thefundamental results are as follows. (1) An algorithm for computinginvariants is given, by means of introducing a degree in thering of functions of the variety, relative to the action. Thereforean algorithmic construction of the quotient, in a certain openset, is obtained. In the case of a Galois extension, k B=K,which is cyclic of degree p=char k (that is, such that the unipotentgroup is G=Z/pZ), an element of minimal degree becomes an Artin–Schreierradical, and the method for computing invariants gives, in particular,the expression for any element of K in terms of these radicals,with an explicit formula. This replaces the well-known formulaof Lagrange (which is valid only when the degree of the extensionand the characteristic are relatively prime) in the case ofan extension of degree p=char k. (2) In this paper we give aneffective construction of a stable open subset where there isa quotient. In this sense we obtain an algebraic local criterionfor the existence of a quotient in a neighbourhood. It is proved(provided the variety is normal) that, in the following cases,such an open set is the greatest one that admits a quotient:

1. when the action is such that the orbits have dimension lessthan or equal to 1 (arbitrary characteristic) and, in particular,for any action of the additive group G_a;
2. in characteristic0, when the action is proper (obtained fromthe results of Fauntleroy)or the group is abelian.

1991 Mathematics Subject Classification:primary 14L30; secondary 14D25, 14D20.     

Probabilistic and deterministic convergence proofs for software for initial value problems

The numerical solution of initial value problems for ordinary differential equations is frequently performed by means of adaptive algorithms with user-input tolerance τ. The time-step is then chosen according to an estimate, based on small time-step heuristics, designed to try and ensure that an approximation to the local error commited is bounded by τ. A question of natural interest is to determine how the global error behaves with respect to the tolerance τ. This has obvious practical interest and also leads to an interesting problem in mathematical analysis. The primary difficulties arising in the analysis are that: (i) the time-step selection mechanisms used in practice are discontinuous as functions of the specified data; (ii) the small time-step heuristics underlying the control of the local error can break down in some cases. In this paper an analysis is presented which incorporates these two difficulties. For a mathematical model of an error per unit step or error per step adaptive Runge–Kutta algorithm, it may be shown that in a certain probabilistic sense, with respect to a measure on the space of initial data, the small time-step heuristics are valid with probability one, leading to a probabilistic convergence result for the global error as τ→0. The probabilistic approach is only valid in dimension m>1 this observation is consistent with recent analysis concerning the existence of spurious steady solutions of software codes which highlights the difference between the cases m=1 and m>1. The breakdown of the small time-step heuristics can be circumvented by making minor modifications to the algorithm, leading to a deterministic convergence proof for the global error of such algorithms as τ→0. An underlying theory is developed and the deterministic and probabilistic convergence results proved as particular applications of this theory. This revised version was published online in June 2006 with corrections to the Cover Date.     

Conceptual metaphors for isomorphism and homomorphism: Instructors’ descriptions for themselves and when teaching

Group isomorphism and homomorphism are topics central to abstract algebra, yet research on instructors’ views of these concepts is limited. Based on interviews from two instructors as well as classroom video from eight class periods, this paper examines the language used to discuss isomorphism and homomorphism. Language used by instructors in interviews and classroom settings are identified and classified into four main categories: formal definition, mapping, sameness, and combinations of sameness and mapping language. How the two instructors drew on language classified into those four categories in the interview and instruction settings are examined for isomorphism and homomorphism. Similarities and differences between the interview and instruction contexts reveal the wide variety of ways of understanding isomorphism and homomorphism as well as a research need to examine mathematicians’ content knowledge in more than one context.     

Non-existence and uniqueness results for boundary value problems for Yang-Mills connections

We show uniqueness results for the Dirichlet problem for Yang-Mills connections defined in -dimensional () star-shaped domains with flat boundary values. This result also shows the non-existence result for the Dirichlet problem in dimension 4, since in 4-dimension, there exist countably many connected components of connections with prescribed Dirichlet boundary value. We also show non-existence results for the Neumann problem. Examples of non-minimal Yang-Mills connections for the Dirichlet and the Neumann problems are also given.

     

Riemann-Roch-Grothendieck and torsion for foliations

In this article we prove a Riemann-Roch-Grothendieck theorem for the characteristic classes of a flat vector bundle over a foliation whose graph is Hausdorff. We assume that the strong foliation Novikov-Shubin invariants of the flat bundle are greater than three times the codimension of the foliation. Using transgression, we define a torsion form which in the odd acyclic case determines a Haefliger cohomology class which only depends on the foliation and the flat bundle. We construct examples where this torsion class is highly non-trivial.     

Extremal polynomials for obtaining bounds for spherical codes and designs

We investigate two extremal problems for polynomials giving upper bounds for spherical codes and for polynomials giving lower bounds for spherical designs, respectively. We consider two basic properties of the solutions of these problems. Namely, we estimate from below the number of double zeros and find zero Gegenbauer coefficients of extremal polynomials. Our results allow us to search effectively for such solutions using a computer. The best polynomials we have obtained give substantial improvements in some cases on the previously known bounds for spherical codes and designs. Some examples are given in Section 6. This research was partially supported by the Bulgarian NSF under Contract I-35/1994.     

Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures

A fruitful idea, when providing subdifferential formulae and dual representations for convex risk measures, is to make use of the conjugate duality theory in convex optimization. In this paper we underline the outstanding role played by the qualification conditions in the context of different problem formulations in this area. We show that not only the meanwhile classical generalized interiority point conditions come here to bear, but also a recently introduced one formulated by means of the quasi-relative interior.     

Value for Money and Prison Perimeters—Goal-programming for Gaols

A computer model has been developed to address the problem of attaining the most cost-effective balance when providing perimeter security at any given prison. The generalized analysis of security of perimeters (GASP) model evaluates the cost and performance of different prison perimeters in terms of several measures. The modelling process takes account not only of the site-specific problems such as perimeter shape, but also of the policy input of trade-offs between the various output measures of cost and effectiveness. Goal-programming and multi-criteria decision-making techniques have been used.     

Inequalities for determinants and permanents

Let p be a prime > 3. It is shown that no integral circulant of order p^k exists with determinant p^k+1 . It is also shown that m is the determinant of an integral 9×9 circulant if and only if (m, 3)=l, or m = 0 mod 27. The proof makes use of a criterion which must be satisfied by the difference of two units in the cyclotomic field of level p^k .     

Characterizations and Inequalities for Zonoids

We establish some new and strengthened characterizations ofzonoids and generalized zonoids. These arise from densenessproperties of differences of certain surface area measures.In addition to these new characterizations, we are able to considerablyrelax the differentiability condition in an earlier result ofSchneider.