The complexity of the weight problem for permutation and matrix groups

Given a metric d on a permutation group G, the corresponding weight problem is to decide whether there exists an element π∈G such that d(π,e)=k, for some given value k. Here we show that this problem is NP-complete for many well-known metrics. An analogous problem in matrix groups, eigenvalue-free problem, and two related problems in permutation groups, the maximum and minimum weight problems, are also investigated in this paper.     

On a multicommodity stochastic-flow network with unreliable nodes subject to budget constraint

From the quality management and decision making view point, reliability and unreliability are important indices to measure the quality level for a stochastic-flow network. In a multicommodity stochastic-flow network with unreliable nodes, the branches and nodes all have several possible capacities and may fail. Different types of the commodity, which are transmitted through the same network simultaneously, compete the capacities of branches and nodes. In this paper we first define the system capacity as a vector for a multicommodity stochastic-flow network with unreliable nodes. Then we design a performance index which is the probability that the upper bound of the system capacity is a given pattern subject to the budget constraint. It can be applied to evaluate the quality level for such a network. A simple approach based on minimal cuts is thus presented to evaluate the performance index.     

A weighted eigenvalue problem for the p-Laplacian plus a potential

Let Δ _p denote the p-Laplacian operator and Ω be a bounded domain in . We consider the eigenvalue problem

A fast two-grid and finite section method for a class of integral equations on the real line with application to an acoustic scattering problem in the half-plane

Summary  We consider the numerical treatment of second kind integral equations on the real line of the form

A Faber-Krahn inequality for the Laplacian with Generalised Wentzell boundary conditions

We give an extension of the Faber-Krahn inequality to the Laplacian Δ on bounded Lipschitz domains , with generalised Wentzell boundary conditions on ∂Ω, where β, γ are nonzero real constants. We prove that when β, γ > 0, the ball B minimises the first eigenvalue with respect to all Lipschitz domains Ω of the same volume as B, and that B is the unique minimiser amongst C ²-domains. We also consider β, γ not both positive, and slightly extend what is known about the associated Wentzell operator and its resolvent in addition to considering an analogue of the Faber-Krahn inequality. This is based on the recent extension of the Faber-Krahn inequality to the Robin Laplacian. We also give a version of Cheeger’s inequality for the Wentzell Laplacian when β, γ > 0.      

The local and global parts of the basic zeta coefficient for operators on manifolds with boundary

For operators on a compact manifold X with boundary ∂X, the basic zeta coefficient C ₀(B, P _1,T ) is the regular value at s = 0 of the zeta function , where B = P ₊ + G is a pseudodifferential boundary operator (in the Boutet de Monvel calculus)—for example the solution operator of a classical elliptic problem—and P _1,T is a realization of an elliptic differential operator P ₁, having a ray free of eigenvalues. Relative formulas (e.g., for the difference between the constants with two different choices of P _1,T ) have been known for some time and are local. We here determine C ₀(B, P _1,T ) itself (with even-order P ₁), showing how it is put together of local residue-type integrals (generalizing the noncommutative residues of Wodzicki, Guillemin, Fedosov–Golse–Leichtnam–Schrohe) and global canonical trace-type integrals (generalizing the canonical trace of Kontsevich and Vishik, formed of Hadamard finite parts). Our formula generalizes a formula shown recently by Paycha and Scott for manifolds without boundary. It leads in particular to new definitions of noncommutative residues of expressions involving log P _1,T . Since the complex powers of P _1,T lie far outside the Boutet de Monvel calculus, the standard consideration of holomorphic families is not really useful here; instead we have developed a resolvent parametric method, where results from our calculus of parameter-dependent boundary operators can be used.     

Symmetry breaking for a class of semilinear elliptic problems and the bifurcation diagram for a 1-dimensional problem

We study the behaviour of the positive solutions to the Dirichlet problem IR ⁿ in the unit ball in IR ^R wherep<(N+2)/(N−2) ifN≥3 and λ varies over IR. For a special class of functionsg viz.,g(x)=u ₀ ^p (x) whereu ₀ is the unique positive solution at λ=0, we prove that for certain λ’s nonradial solutions bifurcate from radially symmetric positive solutions. WhenN=1, we obtain the complete bifurcation diagram for the positive solution curve.     

A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)

In this paper, we outline an impulse stochastic control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) assuming the policyholder is allowed to withdraw funds continuously. We develop a numerical scheme for solving the Hamilton–Jacobi–Bellman (HJB) variational inequality corresponding to the impulse control problem. We prove the convergence of our scheme to the viscosity solution of the continuous withdrawal problem, provided a strong comparison result holds. The scheme can be easily generalized to price discrete withdrawal contracts. Numerical experiments are conducted, which show a region where the optimal control appears to be non-unique.     

The pressure equation for fluid flow in a stochastic medium

An equation modelling the pressurep(x) =p(x, w) atx ∈D ⊂R ^d of an incompressible fluid in a heterogeneous, isotropic medium with a stochastic permeabilityk(x, w) ≥ 0 is the stochastic partial differential equation

A new a posteriori error estimate for the Morley element

In this paper, we present a posteriori error analysis for the nonconforming Morley element of the fourth order elliptic equation. We propose a new residual-based a posteriori error estimator and prove its reliability and efficiency. These results refine those of Beirao da Veiga et al. (Numer Math 106:165–179, 2007) by dropping two edge jump terms in both the energy norm of the error and the estimator, and those of Wang and Zhang (Local a priori and a posteriori error estimates of finite elements for biharmonic equation, Research Report, 13, 2006) by showing the efficiency in the sense of Verfürth (A review of a posteriori error estimation and adaptive mesh-refinement techniques, Wiley-Teubner, New York, 1996). Moreover, the normal component in the estimators of Beirao da Veiga et al. (Numer Math 106:165–179, 2007) and Wang and Zhang (Local a priori and a posteriori error estimates of finite elements for biharmonic equation, Research Report, 13, 2006) is dropped, and therefore only the tangential component of the stress on each edge comes into the estimator. In addition, we generalize these results to three dimensional case.     

Sums of two k-th powers: an Omega estimate for the error term

The arithmetic function r _k (n) counts the number of ways to write a natural number n as a sum of two k-th powers (k ≧ 2 fixed). The investigation of the asymptotic behaviour of the Dirichlet summatory function of r _k(n) leads in a natural way to a certain error term P _k(t). In this article, we establish an Ω-estimate for P _k(t) (k τ; 2 arbitrary) which is essentially as sharp as the best known one in the classic case k=2. This article is part of a research project supported by the Austrian Science Foundation (Nr. P 9892-PHY).     

Sign-changing stationary solutions and blowup for the nonlinear heat equation in a ball

In this paper, we prove that if is a radially symmetric, sign-changing stationary solution of the nonlinear heat equation

The negative association property for the absolute values of random variables equidistributed on a generalized Orlicz ball

Random variables equidistributed on convex bodies have received quite a lot of attention in the last few years. In this paper we prove the negative association property (which generalizes the subindependence of coordinate slabs) for generalized Orlicz balls. This allows us to give a strong concentration property, along with a few moment comparison inequalities. Also, the theory of negatively associated variables is being developed in its own right, which allows us to hope more results will be available. Moreover, a simpler proof of a more general result for ℓ ⁿ _p balls is given. Jakub Onufry Wojtaszczyk: Partially supported by MEiN Grant no 1 PO3A 012 29.     

A phase transition for the metric distortion of percolation on the hypercube

Let H _n be the hypercube {0, 1} ⁿ , and denote by H _n,p Bernoulli bond percolation on H _n , with parameter p = n ^−α . It is shown that at α = 1/2 there is a phase transition for the metric distortion between H _n and H _n,p . For α < 1/2, the giant component of H _n,p is likely to be quasi-isometric to H _n with constant distortion (depending only on α). For 1/2 < α < 1 the minimal distortion tends to infinity as a power of n. We argue that the phase 1/2 < α < 1 is an analogue of the non-uniqueness phase appearing in percolation on non-amenable graphs.     

The role of the scalar curvature in a nonlinear elliptic problem on Riemannian manifolds

Given (M, g) a smooth compact Riemannian N-manifold, N ≥ 2, we show that positive solutions to the problem

A framework for existence tests based on the topological degree and homotopy

The invariance of the topological degree under certain homotopies is used to derive a framework for tests to computationally prove the existence of zeros of nonlinear mappings in . These tests use interval arithmetic to enclose the range of a function over a box and are provably more general than many other tests like the Moore–Kioustelidis test, a test based on the Krawczyk operator, and another degree–based test published recently. A numerical example is included.     

On the vanishing viscosity limit in a disk

We say that a solution of the Navier–Stokes equations converges in the vanishing viscosity limit to a solution of the Euler equations if their velocities converge in the energy (L ²) norm uniformly in time as the viscosity ν vanishes. We show that a necessary and sufficient condition for the vanishing viscosity limit to hold in a disk is that the space–time energy density of the solution to the Navier–Stokes equations in a boundary layer of width proportional to ν vanish with ν, and that one need only consider spatial variations whose frequencies in the radial or tangential direction lie in a band centered around 1/ν. The author was supported in part by NSF grant DMS-0705586 during the period of this work.     

Embedded Rotational Hypersurfaces with Constant Scalar Curvature in Sn: A Correction to a Statement in M. L. Leite, Manuscripta Math. 67 (1990), 285-304.

We prove that there exist (n − 1)-dimensional compact embedded rotational hypersurfaces with constant scalar curvature (n − 1)(n − 2)S (S > 1) of S ⁿ other than product of spheres for 4 ≤ n ≤ 6. As a result, we prove that Leite’s Assertion was incorrect.The project is supported by the grant No. 10531090 of NSFC.     

Computing tolerance limits for the lifetime of a k-out-of-n:F system based on prior information and censored data

Exact guaranteed-coverage and expected-coverage Bayesian tolerance limits for the lifetime distribution of a k-out-of-n:F system are computed by solving nonlinear equations. The bounds are based on exponential component test data and available prior information concerning the expected component lifetime which is described by an inverted gamma distribution. The Bayesian tolerance limits are valid for single (right or left), double and progressive (standard or general) censoring, and even have frequentist validity in the noninformative case. The derived results allow the reliability engineer to judge the quality of a system prior to assembly, which offers obvious practical and economic benefits. Minimum and expected percentages of conforming systems are assessed by constructing suitable tolerance limits. Even though the viewpoints are different, the Bayesian tolerance limits that adopt the natural diffuse prior coincide numerically with recently published conditional tolerance limits in the double censoring case. The proposed Bayesian approach may be deemed as an extension of the existing frequentist methodology under double censoring that also takes into account the presence of prior information and general progressive censoring. The perspective developed simplifies and unifies the computation of tolerance limits with both frequentist and Bayesian interpretations, and also provides a probabilistic way of updating the tolerance limits in the light of new, relevant data, which is especially important in the dynamic analysis of a sequence of data. Moreover, the Bayesian approach is shown to outperform the frequentist viewpoint in terms of accuracy. In most situations, the use of substantial prior information significantly increases the accuracy level and considerably reduces the required number of failures to attain a specified degree of accuracy. Two illustrative numerical examples are studied, including the analysis of a system of water pumps for cooling a reactor. The results developed are extended to the Weibull case with unknown scale parameter and other probability models.     

A free-boundary problem for the evolution <Emphasis Type="Italic">p</Emphasis>-Laplacian equation with a combustion boundary condition

We study the existence, uniqueness and regularity of solutions of the equation f _t  = Δ _p f = div (|Df| ^p-2 Df) under over-determined boundary conditions f = 0 and |Df| = 1. We show that if the initial data is concave and Lipschitz with a bounded and convex support, then the problem admits a unique solution which exists until vanishing identically. Furthermore, the free-boundary of the support of f is smooth for all positive time.