Complexity and stability of soliton management in periodically modulated and random systems

A brief introduction is given to the concept of the soliton management, i.e., stable motion of localized pulses in media with strong periodic (or, sometimes, random) inhomogeneity, or conditions for the survival of solitons in models with strong time‐periodic modulation of linear or nonlinear coefficients. It is demonstrated that a class of systems can be identified, in which solitons remain robust inherently coherent objects in seemingly “hostile” environments. Most physical models belonging to this class originate in nonlinear optics and Bose‐Einstein condensation, although other examples are known too (in particular, in hydrodynamics). In this paper, the complexity of the soliton‐management systems, and the robustness of solitons in them are illustrated using a recently explored fiber‐optic setting combining a periodic concatenation of nonlinear and dispersive segments (the split‐step model) for bimodal optical signals (i.e., ones with two polarizations of light), which includes the polarization mode dispersion, i.e., random linear mixing of the two polarization components at junctions between the fiber segment. © 2008 Wiley Periodicals, Inc. Complexity, 2008     

Spaces of Bessel‐potential type and embeddings: the super‐limiting case

We consider Bessel‐potential spaces modelled upon Lorentz‐Karamata spaces and establish embedding theorems in the super‐limiting case. In addition, we refine a result due to Triebel, in the context of Bessel‐potential spaces, itself an improvement of the Brézis‐Wainger result (super‐limiting case) about the “almost Lipschitz continuity” of elements of H^1+n/p_p (?ⁿ). These results improve and extend results due to Edmunds, Gurka and Opic in the context of logarithmic Bessel potential spaces. We also give examples of embeddings of Besselpotential type spaces which are not of logarithmic type. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Numerical and asymptotic study of non‐axisymmetric magnetohydrodynamic boundary layer stagnation‐point flows

Both numerical and asymptotic analyses are performed to study the similarity solutions of three‐dimensional boundary‐layer viscous stagnation point flow in the presence of a uniform magnetic field. The three‐dimensional boundary‐layer is analyzed in a non‐axisymmetric stagnation point flow, in which the flow is developed because of influence of both applied magnetic field and external mainstream flow. Two approaches for the governing equations are employed: the Keller‐box numerical simulations solving full nonlinear coupled system and a corresponding linearized system that is obtained under a far‐field behavior and in the limit of large shear‐to‐strain‐rate parameter (λ). From these two approaches, the flow phenomena reveals a rich structure of new family of solutions for various values of the magnetic number and λ. The various results for the wall stresses and the displacement thicknesses are presented along with some velocity profiles in both directions. The analysis discovered that the flow separation occurs in the secondary flow direction in the absence of magnetic field, and the flow separation disappears when the applied magnetic field is increased. The flow field is divided into a near‐field (due to viscous forces) and far‐field (due to mainstream flows), and the velocity profiles form because of an interaction between two regions. The magnetic field plays an important role in reducing the thickness of the boundary‐layer. A physical explanation for all observed phenomena is discussed. Copyright © 2017 John Wiley & Sons, Ltd.     

A fluid‐fluid interaction method using decoupled subproblems and differing time steps

A time stepping procedure is proposed for a coupled fluid model motivated by the dynamic core of the atmosphere‐ocean system. The method exploits properties of the atmosphere‐ocean system to obtain efficiency. The momentum equations for the two fluids may be solved in parallel with different time step sizes. Stability is maintained with large time steps via a balanced two‐way passing of momentum flux. Numerical tests are provided that demonstrate the efficiency of the method. Published 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2012     

Self‐Dual Codes and the Nonexistence of a Quasi‐Symmetric 2‐(37,9,8) Design with Intersection Numbers 1 and 3

We prove that a certain binary linear code associated with the incidence matrix of a quasi‐symmetric 2‐(37, 9, 8) design with intersection numbers 1 and 3 must be contained in an extremal doubly even self‐dual code of length 40. Using the classification of extremal doubly even self‐dual codes of length 40, we show that a quasi‐symmetric 2‐(37, 9, 8) design with intersection numbers 1 and 3 does not exist.     

Asymptotic results on the existence of 4‐RGDDs and uniform 5‐GDDs

In this paper, we continue to investigate the existence of 4‐RGDDs and uniform 5‐GDDs. It is proved that the necessary conditions for the existence of such designs are also sufficient with a finite number of possible exceptions. As an application, the known results on the existence of uniform 4‐frames are also improved. © 2004 Wiley Periodicals, Inc.     

Path homomorphisms,graph colorings,and boolean matrices

We investigate bounds on the chromatic number of a graph G derived from the nonexistence of homomorphisms from some path \begin{eqnarray*}\vec{P}\end{eqnarray*} into some orientation \begin{eqnarray*}\vec{G}\end{eqnarray*} of G. The condition is often efficiently verifiable using boolean matrix multiplications. However, the bound associated to a path \begin{eqnarray*}\vec{P}\end{eqnarray*} depends on the relation between the “algebraic length” and “derived algebraic length” of \begin{eqnarray*}\vec{P}\end{eqnarray*}. This suggests that paths yielding efficient bounds may be exponentially large with respect to G, and the corresponding heuristic may not be constructive. © 2009 Wiley Periodicals, Inc. J Graph Theory 63: 198–209, 2010     

3‐Flows and Combs

Tutte's 3‐Flow Conjecture states that every 2‐edge‐connected graph with no 3‐cuts admits a 3‐flow. The 3‐Flow Conjecture is equivalent to the following: let G be a 2‐edge‐connected graph, let S be a set of at most three vertices of G; if every 3‐cut of G separates S then G has a 3‐flow. We show that minimum counterexamples to the latter statement are 3‐connected, cyclically 4‐connected, and cyclically 7‐edge‐connected.     

Sufficient conditions for graphs to be λ′‐optimal,super‐edge‐connected,and maximally edge‐connected

The restricted‐edge‐connectivity of a graph G, denoted by λ′(G), is defined as the minimum cardinality over all edge‐cuts S of G, where G‐S contains no isolated vertices. The graph G is called λ′‐optimal, if λ′(G) = ξ(G), where ξ(G) is the minimum edge‐degree in G. A graph is super‐edge‐connected, if every minimum edge‐cut consists of edges adjacent to a vertex of minimum degree. In this paper, we present sufficient conditions for arbitrary, triangle‐free, and bipartite graphs to be λ′‐optimal, as well as conditions depending on the clique number. These conditions imply super‐edge‐connectivity, if δ (G) ≥ 3, and the equality of edge‐connectivity and minimum degree. Different examples will show that these conditions are best possible and independent of other results in this area. © 2005 Wiley Periodicals, Inc. J Graph Theory 48: 228–246, 2005     

Finding cycles and trees in sublinear time

We present sublinear‐time (randomized) algorithms for finding simple cycles of length at least and tree‐minors in bounded‐degree graphs. The complexity of these algorithms is related to the distance of the graph from being C_k‐minor free (resp., free from having the corresponding tree‐minor). In particular, if the graph is ‐far from being cycle‐free (i.e., a constant fraction of the edges must be deleted to make the graph cycle‐free), then the algorithm finds a cycle of polylogarithmic length in time , where N denotes the number of vertices. This time complexity is optimal up to polylogarithmic factors. The foregoing results are the outcome of our study of the complexity of one‐sided error property testing algorithms in the bounded‐degree graphs model. For example, we show that cycle‐freeness of N‐vertex graphs can be tested with one‐sided error within time complexity , where ? denotes the proximity parameter. This matches the known query lower bound for one‐sided error cycle‐freeness testing, and contrasts with the fact that any minor‐free property admits a two‐sided error tester of query complexity that only depends on ?. We show that the same upper bound holds for testing whether the input graph has a simple cycle of length at least k, for any . On the other hand, for any fixed tree T, we show that T‐minor freeness has a one‐sided error tester of query complexity that only depends on the proximity parameter ?. Our algorithm for finding cycles in bounded‐degree graphs extends to general graphs, where distances are measured with respect to the actual number of edges. Such an extension is not possible with respect to finding tree‐minors in complexity. © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 45, 139–184, 2014     

DAG‐Width and Circumference of Digraphs

We prove that every digraph of circumference l has DAG‐width at most l. This is best possible and solves a recent conjecture from S. Kintali (ArXiv:1401.2662v1 [math.CO], January 2014).¹ As a consequence of this result we deduce that the k‐linkage problem is polynomially solvable for every fixed k in the class of digraphs with bounded circumference. This answers a question posed in J. Bang‐Jensen, F. Havet, and A. K. Maia (Theor Comput Sci 562 (2014), 283–303). We also prove that the weak k‐linkage problem (where we ask for arc‐disjoint paths) is polynomially solvable for every fixed k in the class of digraphs with circumference 2 as well as for digraphs with a bounded number of disjoint cycles each of length at least 3. The case of bounded circumference digraphs is still open. Finally, we prove that the minimum spanning strong subdigraph problem is NP‐hard on digraphs of DAG‐width at most 5.     

Accurate closed‐form approximation for pricing Asian and basket options

By approximating the distribution of the sum of correlated lognormals with some log‐extended‐skew‐normal distribution, we present closed‐form approximation formulae for pricing both Asian and basket options. Numerical comparison shows that our formulae provide both computational simplicity and accuracy. Copyright © 2008 John Wiley & Sons, Ltd.     

Statistically q‐deformed and tau‐deformed systems

Two classes of statistically deformed systems are known in literature. They are, respectively, the q‐deformed systems (Lavagno and Narayana Swamy, Phys Rev E 2002, 65, 036101) and the κ‐deformed systems (Kaniadakis and Scarfone, Physica A 2002, 305, 69). In this article, a new class, i.e., the tau‐deformed systems, is introduced. For each of these systems, a consistent thermodynamics may be developed. A summary of the main similarities between the thermodynamic properties of q‐deformed and tau‐deformed systems is presented. The deformation outlined in this article is radically different from the nonextensive Tsallis statistics, where the structure of the entropy is rather arbitrary deformed via the logarithmic function. In contrast, the theory of tau‐deformed systems is developed on a purely physical basis. However, one finally shows that the tau‐systems may be described by using a new form of deformed logarithmic function. © 2009 Wiley Periodicals, Inc. Complexity, 2010     

Hamilton cycle and Hamilton path extendability of Cayley graphs on abelian groups

In this paper the concepts of Hamilton cycle (HC) and Hamilton path (HP) extendability are introduced. A connected graph Γ is n‐HC‐extendable if it contains a path of length n and if every such path is contained in some Hamilton cycle of Γ. Similarly, Γ is weakly n‐HP‐extendable if it contains a path of length n and if every such path is contained in some Hamilton path of Γ. Moreover, Γ is strongly n‐HP‐extendable if it contains a path of length n and if for every such path P there is a Hamilton path of Γ starting with P. These concepts are then studied for the class of connected Cayley graphs on abelian groups. It is proved that every connected Cayley graph on an abelian group of order at least three is 2‐HC‐extendable and a complete classification of 3‐HC‐extendable connected Cayley graphs of abelian groups is obtained. Moreover, it is proved that every connected Cayley graph on an abelian group of order at least five is weakly 4‐HP‐extendable. Copyright © 2011 Wiley Periodicals, Inc. J Graph Theory     

Graph classes characterized both by forbidden subgraphs and degree sequences

Given a set of graphs, a graph G is ‐free if G does not contain any member of as an induced subgraph. We say that is a degree‐sequence‐forcing set if, for each graph G in the class of ‐free graphs, every realization of the degree sequence of G is also in . We give a complete characterization of the degree‐sequence‐forcing sets when has cardinality at most two. © 2007 Wiley Periodicals, Inc. J Graph Theory 57: 131–148, 2008     

On quadrilaterals in layers of the cube and extremal problems for directed and oriented graphs

Erdős has conjectured that every subgraph of the n‐cube Q_n having more than (1/2 + o(1))e(Q_n) edges will contain a 4‐cycle. In this note we consider ‘layer’ graphs, namely, subgraphs of the cube spanned by the subsets of sizes k − 1, k and k + 1, where we are thinking of the vertices of Q_n as being the power set of {1,…, n}. Observe that every 4‐cycle in Q_n lies in some layer graph. We investigate the maximum density of 4‐cycle free subgraphs of layer graphs, principally the case k = 2. The questions that arise in this case are equivalent to natural questions in the extremal theory of directed and undirected graphs. © 2000 John Wiley & Sons, Inc. J Graph Theory 33: 66–82, 2000     

Order and chaos in Hofstadter's Q(n) sequence

A number of observations are made on Hofstadter's integer sequence defined by Q(n) = Q(n − Q(n − 1)) + Q(n − Q(n − 2)), for n > 2, and Q(1) = Q(2) = 1. On short scales, the sequence looks chaotic. It turns out, however, that the Q(n) can be grouped into a sequence of generations. The k‐th generation has 2^k members that have “parents” mostly in generation k − 1 and a few from generation k − 2. In this sense, the sequence becomes Fibonacci type on a logarithmic scale. The variance of S(n) = Q(n) − n/2, averaged over generations, is ≅2^αk, with exponent α = 0.88(1). The probability distribution p*(x) of x = R(n) = S(n)/n^α, n ≫ 1, is well defined and strongly non‐Gaussian, with tails well described by the error function erfc. The probability distribution of x_m = R(n) − R(n − m) is given by p_m(x_m) = λ_m p*(x_m/λ_m), with λ_m → √2 for large m. © 1999 John Wiley & Sons, Inc.     

Local well‐posedness and blow‐up criteria of solutions for a rod equation

In this paper we consider a new rod equation derived recently by Dai [Acta Mech. 127 No. 1–4, 193–207 (1998)] for a compressible hyperelastic material. We establish local well‐posedness for regular initial data and explore various sufficient conditions of the initial data which guarantee the blow‐up in finite time both for periodic and non‐periodic case. Moreover, the blow‐up time and blow‐up rate are given explicitly. Some interesting examples are given also. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Pricing and hedging barrier options

European options are a significant financial product. Barrier options, in turn, are European options with a barrier constraint. The investor may pay less buying the barrier option obtaining the same result as that of the European option whenever the barrier is not breached. Otherwise, the option's payoff cancels. In this paper, we obtain closed‐form expressions of the exact no‐arbitrage prices, delta hedges, and gammas of a call option with a moving barrier that tracks the prices of the risk‐free asset. Besides the interest in its own right, this class of options constitutes the core element to obtain, via an original and simple technique, the closed‐form expressions for the estimates of the prices of call options with barriers of arbitrary shape. Equally important is the fact that a bound for the worst associated error is provided, so the investor can evaluate beforehand if the accuracy provided is according to his/her needs or not. Discrete monitored barrier provisions are also allowed in the estimates. Simulations are performed illustrating the accuracy of the estimates. A quality of the aforementioned procedures is that the time consumed in computations is very small. In turn, we observe that the approximate prices, delta hedges, and gammas of the barrier option associated to the risk‐free asset, obtained via a PDE approach in conjunction with a good finite difference method, converge to the closed‐form expressions of the prices, hedges, and gammas of the option. This attests the correctness of the analytical results.     

Dynamics of an HIV‐1 virus model with both virus‐to‐cell and cell‐to‐cell transmissions,general incidence rate,intracellular delay,and CTL immune responses

Direct cell‐to‐cell transmission of HIV‐1 is a more efficient means of virus infection than virus‐to‐cell transmission. In this paper, we incorporate both these transmissions into an HIV‐1 virus model with nonlinear general incidence rate, intracellular delay, and cytotoxic T lymphocyte (CTL) immune responses. This model admits three types of equilibria: infection‐free equilibrium, CTL‐inactivated equilibrium, and CTL‐activated equilibrium. By using Lyapunov functionals and LaSalle invariance principle, it is verified that global threshold dynamics of the model can be explicitly described by the basic reproduction numbers.