Approximate D-optimal designs of experiments on the convex hull of a finite set of information matrices

In the paper we solve the problem of D _ℋ-optimal design on a discrete experimental domain, which is formally equivalent to maximizing determinant on the convex hull of a finite set of positive semidefinite matrices. The problem of D _ℋ-optimality covers many special design settings, e.g., the D-optimal experimental design for multivariate regression models. For D _ℋ-optimal designs we prove several theorems generalizing known properties of standard D-optimality. Moreover, we show that D _ℋ-optimal designs can be numerically computed using a multiplicative algorithm, for which we give a proof of convergence. We illustrate the results on the problem of D-optimal augmentation of independent regression trials for the quadratic model on a rectangular grid of points in the plane.     

Solvability of fourth‐order Sturm‐Liouville problems with abstract linear functionals in boundary‐transmission conditions

This study deals with the solvability of one nonclassical boundary‐value problem for fourth‐order differential equation on two disjoint intervals I₁=(−1,0)and I₂=(0,1). The boundary conditions contain not only endpoints x=−1and x=1but also a point of interaction x=0, finite number internal points x_jki∈I_j and abstract linear functionals S_k. So, our problem is not a pure differential one. We investigate such important properties as isomorphism, Fredholmness and coerciveness with respect to the spectral parameter. Note that the obtained results are new even in the case of the boundary conditions without internal points x_jki and without abstract linear functionals S_k.     

An overdetermined problem in nonlinear elliptic equations of second order

We define some functionals involvingu(x) andx'u _i , whereu(x) is a classical solution of the equation (q ^p-2 u _i ) _i +k(u)q ^p =0,p > 1, and prove that such functionals satisfy a second order elliptic differential equation. By a suitable choice of such functionals we investigate an overdetermined problem.Partially supported by Regione Autonoma della Sardegna.     

An unsolvable hypoelliptic differential operator

It is proved that the differential operatorD ₁ +ix ₁ D ₂ ² is hypoelliptic everywhere, but is not locally solvable in any open set which intersects the linex ₁=0. Thus, this operator is not contained in the usual classes of hypoelliptic differential operators. The proofs involve certain properties of the characteristic Cauchy problem for the backward heat operator.     

Decomposition of Completely Positive Maps

The paper is concerned with completely positive maps on the algebra of unbounded operatore L+(D) and on its completion L(D, D⁺). A decomposition theorem for continuous positive functionals is proved in [Tim. Loef.), and [Scholz 91] contains a generalization to maps into operator algebra on finite dimensional Hilbert spaces H₀. The aim of the present paper is to construct an analogous decomposition without the assumption that H₀ is finite dimensional. Moreover, the Kraus - theorem [Kraus] is proved for normal completely positive mappings on L(D, D⁺). The paper is organized as follows. Section 1 contains the necessary definitions and notations. In Section 2 we prove the decomposition theorem. Section 3 deal with the structure of the normal completely positive mappings.     

Traces and determinants of linear operators

A general theory of tracestr _D A and determinantsdet _D (I+A) in normed algebrasD of operators acting in Banach spacesB is proposed. In this approach trace and determinant are defined as continuous extensions of the corresponding functionals from finite dimensional operators. We characterize the algebras for which such extensions exist and describe sets of possible values of traces and determinants for the same operator in different algebras. In spite of the fact that the extended traces and determinants may differ in different algebrasD, operatorI+A (withA D) is invertible inB if and only ifdet _D (I+A) does not vanish. Cramer's rule and formulas for the resolvent are obtained and they are expressed in different algebras by the same formulas viadet _D (I+A) andtr _D (A). A large set of examples and illustrations are also presented.     

Lipschitzian Properties of Integral Functionals on Lebesgue Spaces Lp, 1 \leqslant p < ￥\bf{L_p, 1 \leqslant {p} < \infty}

We give complete characterizations of integral functionals which are Lipschitzian on a Lebesgue space L _p with p ≠ ∞. When the measure is atomless, we characterize the integral functionals which are locally Lipschitzian on such Lebesgue spaces. In every cases, the Lipchitzian properties of the integral functional can be described by growth conditions on the subdifferentials of the integrand which are equivalent to Lipschitzian properties of the integrand.      

Componentwise complementary cycles in multipartite tournaments

The problem of complementary cycles in tournaments and bipartite tournaments was completely solved. However, the problem of complementary cycles in semicomplete n-partite digraphs with n ≥ 3 is still open. Based on the definition of componentwise complementary cycles, we get the following result. Let D be a 2-strong n-partite (n ≥ 6) tournament that is not a tournament. Let C be a 3-cycle of D and D \ V (C) be nonstrong. For the unique acyclic sequence D1, D2, ··· , Dα of D \V (C), where α≥ 2, let Dc = {Di|Di contains cycles, i = 1, 2, ··· , α}, Dc = {D1, D2, ··· , Dα} \ Dc. If Dc ≠ , then D contains a pair of componentwise complementary cycles.     

Scaling of matrices to achieve specified row and column sums

IfA is ann ×n matrix with strictly positive elements, then according to a theorem ofSinkhorn, there exist diagonal matricesD ₁ andD ₂ with strictly positive diagonal elements such thatD ₁ A D ₂ is doubly stochastic. This note offers an alternative proof of a generalization due toBrualdi, Parter andScheider, and independently toSinkhorn andKnopp, who show that A need not be strictly positive, but only fully indecomposable. In addition, we show that the same scaling is possible (withD ₁ =D ₂) whenA is strictly copositive, and also discuss related scaling for rectangular matrices. The proofs given show thatD ₁ andD ₂ can be obtained as the solution of an appropriate extremal problem.The scaled matrixD ₁ A D ₂ is of interest in connection with the problem of estimating the transition matrix of a Markov chain which is known to be doubly stochastic. The scaling may also be of interest as an aid in numerical computations.Research sponsored in part by the Boeing Scientific Research Laboratories.     

Finding cheapest cycles in vertex-weighted quasi-transitive and extended semicomplete digraphs

We consider the problem of finding a minimum cost cycle in a digraph with real-valued costs on the vertices. This problem generalizes the problem of finding a longest cycle and hence is NP-hard for general digraphs. We prove that the problem is solvable in polynomial time for extended semicomplete digraphs and for quasi-transitive digraphs, thereby generalizing a number of previous results on these classes. As a byproduct of our method we develop polynomial algorithms for the following problem: Given a quasi-transitive digraph D with real-valued vertex costs, find, for each j=1,2,…,|V(D)|, j disjoint paths P₁,P₂,…,P_j such that the total cost of these paths is minimum among all collections of j disjoint paths in D.     

Estimation of a distribution function by an indirect sample

The problem of estimation of a distribution function is considered in the case where the observer has access only to a part of the indicator random values. Some basic asymptotic properties of the constructed estimates are studied. The limit theorems are proved for continuous functionals related to the estimation of [^(F)]_n(x) {\hat{F}_n}(x) in the space C[a, 1 - a], 0 < a < 1/2.     

Geometric interpretation of Hamiltonian cycles problem via singularly perturbed Markov decision processes

We consider the Hamiltonian cycle problem (HCP) embedded in a singularly perturbed Markov decision process (MDP). More specifically, we consider the HCP as an optimization problem over the space of long-run state-action frequencies induced by the MDP's stationary policies. We also consider two quadratic functionals over the same space. We show that when the perturbation parameter, ? is sufficiently small the Hamiltonian cycles of the given directed graph are precisely the maximizers of one of these quadratic functionals over the frequency space intersected with an appropriate (single) contour of the second quadratic functional. In particular, all these maximizers have a known Euclidean distance of z _m (?) from the origin. Geometrically, this means that Hamiltonian cycles, if any, are the points in the frequency polytope where the circle of radius z _m (?) intersects a certain ellipsoid.     

Large bipartite graphs with given degree and diameter

We give constructions of bipartite graphs with maximum Δ, diameter D on B vertices, such that for every D ≥ 2 the lim inf_Δ→∞B. Δ^1-D = b_D > 0. We also improve similar results on ordinary graphs, for example, we prove that lim_Δ→∞N · Δ^?D = 1 if D is 3 or 5. This is a partial answer to a problem of Bollobás.     

Curves of minimal action over metric spaces

Given a metric space X, we consider a class of action functionals, generalizing those considered in Brancolini et al. (J Eur Math Soc 8:415–434, 2006) and Ambrosio and Santambrogio (Atti Accad Naz Lincei Cl Sci Fis Mat Natur Rend Lincei Mat Appl 18: 23–37, 2007), which measure the cost of joining two given points x ₀ and x ₁, by means of an absolutely continuous curve. In the case X is given by a space of probability measures, we can think of these action functionals as giving the cost of some congested/concentrated mass transfer problem. We focus on the possibility to split the mass in its moving part and its part that (in some sense) has already reached its final destination: we consider new action functionals, taking into account only the contribution of the moving part.     

Approximate hierarchical facility location and applications to the bounded depth Steiner tree and range assignment problems

The paper concerns a new variant of the hierarchical facility location problem on metric powers (HFL_β[h]), which is a multi-level uncapacitated facility location problem defined as follows. The input consists of a set F of locations that may open a facility, subsets D₁,D₂,…,D_h−1 of locations that may open an intermediate transmission station and a set D_h of locations of clients. Each client in D_h must be serviced by an open transmission station in D_h−1 and every open transmission station in D_l must be serviced by an open transmission station on the next lower level, D_l−1. An open transmission station on the first level, D₁ must be serviced by an open facility. The cost of assigning a station j on level l1 to a station i on level l−1 is c_ij. For iF, the cost of opening a facility at location i is f_i0. It is required to find a feasible assignment that minimizes the total cost. A constant ratio approximation algorithm is established for this problem. This algorithm is then used to develop constant ratio approximation algorithms for the bounded depth Steiner tree problem and the bounded hop strong-connectivity range assignment problem.     

On the Continuous Dependence of the Exterior Dirichlet Problem on the Boundary

We consider a sequence of exterior domains D_j,j∈ℕ₀, and assume that the boundaries ∂D_j converge to ∂D₀ with respect to the Hausdorff distance. We investigate solutions to the exterior Dirichlet problem for the Laplace equation and for the Helmholtz equation in these domains. Assuming convergence of the boundary data and D_j⊂D₀, j∈ℕ, then, by essentially using the method of Perron, we show that the solutions in the domains D_j converge to the solution in the domain D₀ with respect to the maximum norm. We prove the same result in case that the requirement D_j⊂D₀,j∈ℕ, is replaced by an equicontinuity property of all barrier functions to all boundary points. © 1997 by B. G. Teubner Stuttgart–John Wiley & Sons Ltd. Math. Meth. Appl. Sci., Vol. 20, 707–716 (1997)     

Linear differential equations in <Emphasis Type="Italic">L</Emphasis><Subscript>2</Subscript> with radial derivatives

We obtain a solution of a linear differential equation with a radial derivative. The coefficients and the solution are functionals on L ₂[a, b]. In the same space, we study the properties of solutions of second-order linear homogeneous equations.     

On approximation in the fictitious domain method for a bidimensional transport equation

In this article a numerical method for solving a two‐dimensional transport equation in the stationary case is presented. Using the techniques of the variational calculus, we find the approximate solution for a homogeneous boundary‐value problem that corresponds to a square domain D₂. Then, using the method of the fictitious domain, we extend our algorithm to a boundary value problem for a set D that has an arbitrary shape. In this approach, the initial computation domain D (called physical domain) is immersed in a square domain D₂. We prove that the solution obtained by this method is a good approximation of the exact solution. The theoretical results are verified with the help of a numerical example. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

Bifurcation of the positive solutions to Henon equation

Three algorithms based on the bifurcation method is applied to solving the D₄ symmetric positive solutions to the boundary value problem of = Henon equation. Taking r in Henon equation as a bifurcation parameter, the D₄ – ∑_d (D₄ – ∑₁, D₄ – ∑₂) symmetry-breaking bifurcation point on the branch of the D₄ symmetric positive solutions is found via the extended systems. Finally, ∑_d (∑₁, ∑₂) symmetric positive solutions = are computed by the branch switching method based on the Liapunov-Schmidt reduction. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The symmetric D ω -semi-classical orthogonal polynomials of class one

We give the system of Laguerre–Freud equations associated with the D _ω -semi-classical functionals of class one, where D _ω is the divided difference operator. This system is solved in the symmetric case. There are essentially two canonical cases. The corresponding integral representations are given.