The initial development of the WKB solutions of linear second order ordinary differential equations and their use in the connection problem

In this paper we trace the early development of a method for finding the approximate solutions —called the WKB solutions—for a class of ordinary differential equations of second order. We also analyze the attempts made by the various contributors to this method to substantiate their results. These approximating solutions were subsequently shown to be asymptotic in the sense of Poincaré. Also presented and examined are the several methods used to deal with the “connection problem” which arises in the use of the WKB solutions.     

The combined cutting stock and lot-sizing problem in industrial processes

Despite its great applicability in several industries, the combined cutting stock and lot-sizing problem has not been sufficiently studied because of its great complexity. This paper analyses the trade-off that arises when we solve the cutting stock problem by taking into account the production planning for various periods. An optimal solution for the combined problem probably contains non-optimal solutions for the cutting stock and lot-sizing problems considered separately. The goal here is to minimize the trim loss, the storage and setup costs. With a view to this, we formulate a mathematical model of the combined cutting stock and lot-sizing problem and propose a solution method based on an analogy with the network shortest path problem. Some computational results comparing the combined problem solutions with those obtained by the method generally used in industry—first solve the lot-sizing problem and then solve the cutting stock problem—are presented. These results demonstrate that by combining the problems it is possible to obtain benefits of up to 28% profit. Finally, for small instances we analyze the quality of the solutions obtained by the network shortest path approach compared to the optimal solutions obtained by the commercial package AMPL.     

Weight of a link in a shortest path tree and the Dedekind Eta function

The weight of a randomly chosen link in the shortest path tree on the complete graph with exponential i.i.d. link weights is studied. The corresponding exact probability generating function and the asymptotic law are derived. As a remarkable coincidence, this asymptotic law is precisely the same as the distribution of the cost of one “job” in the random assignment problem. We also show that the asymptotic (scaled) maximum interattachment time to that shortest path tree, which is a uniform recursive tree, equals the square of the Dedekind Eta function, a central function in modular forms, elliptic functions, and the theory of partitions. © 2010 Wiley Periodicals, Inc. Random Struct. Alg., 2010     

A Diagnostic Plot for Estimating the Tail Index of a Distribution

The problem of estimating the tail index in heavy-tailed distributions is very important in many applications. We propose a new graphical method that deals with this problem by selecting an appropriate number of upper order statistics. We also investigate the method's theoretical properties are investigated. Several real datasets are analyzed using this new procedure and a simulation study is carried out to examine its performance in small, moderate and large samples. The results suggest that the new procedure overcomes many of the shortcomings present in some of the most common techniques—for example, the Hill and Zipf plots—used in the estimation of the tail index, and it performs very competitively when compared with other adaptive threshold procedures based on the asymptotic mean squared error of the Hill estimator.     

高维Heisenberg群上热算子的分析

用留数定理及轨道积分方法,讨论了2n+1(n≥1)维Heisenberg群上热核及Green核的渐近性,并给出了更简明的渐近公式,彻底解决了Hueber,H等人遗留的问题.     

GRASP with path relinking for the orienteering problem

In this paper, we address an optimization problem resulting from the combination of the well-known travelling salesman and knapsack problems. In particular, we target the orienteering problem, originated in the context of sport, which consists of maximizing the total score associated with the vertices visited in a path within the available time. The problem, also known as the selective travelling salesman problem, is NP-hard and can be formulated as an integer linear program. Since the 1980s, several solution methods for this problem have been developed and applied to a variety of fields, particularly in routing and tourism. We propose a heuristic method—based on the Greedy Randomized Adaptive Search Procedure (GRASP) and the Path Relinking methodologies—for finding approximate solutions to this optimization problem. We explore different constructive methods and combine two neighbourhoods in the local search of GRASP. Our experimentation with 196 previously reported instances shows that the proposed procedure obtains high-quality solutions employing short computing times.     

An asymptotic analysis of the stress—strain state of a strip reinforced with ribs

An approximate solution of the problem of the stress—strain state of an anisotropic strip reinforced with two-dimensional ribs is constructed using the method of asymptotic expansion of generalized functions, the averaging method and the method of singular expansions.     

Characterizing Nonemptiness and Compactness of the Solution Set of a Convex Vector Optimization Problem with Cone Constraints and Applications

In this paper, we characterize the nonemptiness and compactness of the set of weakly efficient solutions of a convex vector optimization problem with cone constraints in terms of the level-boundedness of the component functions of the objective on the perturbed sets of the original constraint set. This characterization is then applied to carry out the asymptotic analysis of a class of penalization methods. More specifically, under the assumption of nonemptiness and compactness of the weakly efficient solution set, we prove the existence of a path of weakly efficient solutions to the penalty problem and its convergence to a weakly efficient solution of the original problem. Furthermore, for any efficient point of the original problem, there exists a path of efficient solutions to the penalty problem whose function values (with respect to the objective function of the original problem) converge to this efficient point.     

An Online Actor–Critic Algorithm with Function Approximation for Constrained Markov Decision Processes

We develop an online actor–critic reinforcement learning algorithm with function approximation for a problem of control under inequality constraints. We consider the long-run average cost Markov decision process (MDP) framework in which both the objective and the constraint functions are suitable policy-dependent long-run averages of certain sample path functions. The Lagrange multiplier method is used to handle the inequality constraints. We prove the asymptotic almost sure convergence of our algorithm to a locally optimal solution. We also provide the results of numerical experiments on a problem of routing in a multi-stage queueing network with constraints on long-run average queue lengths. We observe that our algorithm exhibits good performance on this setting and converges to a feasible point.     

An open problem on the optimality of an asymptotic solution to Duffing’s nonlinear oscillation problem

Based on the renormalization group method, Kirkinis (2012) [8] obtained an asymptotic solution to Duffing’s nonlinear oscillation problem. Kirkinis then asked if the asymptotic solution is optimal. In this paper, an affirmative answer to the open problem is given by means of the homotopy analysis method.     

Conservative finite-difference scheme for computer simulation of contrast 3D spatial-temporal structures induced by a laser pulse in a semiconductor

The numerical approach for computer simulation of femtosecond laser pulse interaction with a semiconductor is considered under the formation of 3D contrast time-dependent spatiotemporal structures. The problem is governed by the set of nonlinear partial differential equations describing a semiconductor characteristic evolution and a laser pulse propagation. One of the equations is a Poisson equation concerning electric field potential with Neumann boundary conditions that requires fulfillment of the well-known condition for Neumann problem solvability. The Poisson equation right part depends on free-charged particle concentrations that are governed by nonlinear equations. Therefore, the charge conservation law plays a key role for a finite-difference scheme construction as well as for solvability of the Neumann difference problem. In this connection, the iteration methods for the Poisson equation solution become preferable than using direct methods like the fast Fourier transform. We demonstrate the following: if the finite-difference scheme does not possess the conservatism property, then the problem solvability could be broken, and the numerical solution does not correspond to the differential problem solution. It should be stressed that for providing the computation in a long-time interval, it is crucial to use a numerical method that possessing asymptotic stability property. In this regard, we develop an effective numerical approach—the three-stage iteration process. It has the same economic computing expenses as a widely used split-step method, but, in contrast to the split-step method, our method possesses conservatism and asymptotic stability properties. Computer simulation results are presented.     

Hybrid extragradient proximal algorithm coupled with parametric approximation and penalty/barrier methods

In this article we study the hybrid extragradient method coupled with approximation and penalty schemes for convex minimization problems. Under certain hypotheses, which include, for example, the case of Tikhonov regularization, we prove asymptotic convergence of the method to the solution set of our minimization problem. When we use schemes of penalization or barrier, we can show asymptotic convergence using the well-known fast/slow parameterization techniques and exploiting the existence and finite length of an optimal path.     

Approximation in eigenvalue problems for holomorphic fredholm operator functions I

The approximation of a holomorphic eigenvalue problem is considered. The main purpose is to present a construction by which the derivation of the asymptotic error estimations for the approximate eigenvalues of Fredholm operator functions can be reduced to the derivation of these estimations for the case of matrix functions. (Some estimations for the latter problem can be derived, in one's turn, from the error estimations for the zeros of the corresponding determinants.) The asymptotic error estimations are considered in part II of this paper, in [10]. By the presented construction also the stability of the algebraic multiplicity of eigenvalues by regular approximation is proved in Section 3

The presented construction, in essence, reproduces the constructions in [7] for the case of the compact approximation in subspaces and in [9] for the case of projection—like methods. It is simpler to use than similiar construction in [8], and allows unified consideration of the general case and the case of projection—like methods, what in [8, 9] was not achieved     

An asymptotic method of solving transient dynamic contact problems of the theory of elasticity for a strip

An asymptotic method is proposed for solving transient dynamic contact problems of the theory of elasticity for a thin strip. The solution of problems by means of the integral Laplace transformation (with respect to time) and the Fourier transformation (with respect to the longitudinal coordinate) reduces to an integral equation in the form of a convolution of the first kind in the unknown Laplace transform of contact stresses under the punch. The zeroth term of the asymptotic form of the solution of the integral equation for large values of the Laplace parameter is constructed in the form of the superposition of solutions of the corresponding Wiener-Hopf integral equations minus the solution of the corresponding integral equation on the entire axis. In solving the Wiener-Hopf integral equations, the symbols of the kernel of the integral equation in the complex plane is presented in special form — in the form of uniform expansion in terms of exponential functions. The latter enables integral equations of the second kind to be obtained for determining the Laplace-Fourier transform of the required contact stresses, which, in turn, is effectively solved by the method of successive approximations. After Laplace inversion of the zeroth term of the asymptotic form of the solution of the integral equations, the asymptotic solution of the transient dynamic contact problem is determined. By way of example, the asymptotic solution of the problem of the penetration of a plane punch into an elastic strip lying without friction on a rigid base is given. Formulae are derived for the active elastic resistance force on the punch of a medium preventing the penetration of the punch, and the law of penetration of the punch into the elastic strip is obtained, taking into account the elastic stress wave reflected from the strip face opposite the punch and passing underneath it.     

On the Joint Path Length Distribution in Random Binary Trees

During the 10th Seminar on Analysis of Algorithms , MSRI, Berkeley, June 2004, Knuth posed the problem of analyzing the left and the right path length in a random binary tree. In particular, Knuth asked about properties of the generating function of the joint distribution of the left and the right path lengths. In this paper, we mostly focus on the asymptotic properties of the distribution of the difference between the left and the right path lengths. Among other things, we show that the Laplace transform of the appropriately normalized moment generating function of the path difference satisfies the first Painlevé transcendent . This is a nonlinear differential equation that has appeared in many modern applications, from nonlinear waves to random matrices. Surprisingly, we find out that the difference between path lengths is of the order n ^5/4 where n is the number of nodes in the binary tree. This was also recently observed by Marckert and Janson. We present precise asymptotics of the distribution's tails and moments. We will also discuss the joint distribution of the left and right path lengths. Throughout, we use methods of analytic algorithmics such as generating functions and complex asymptotics, as well as methods of applied mathematics such as the Wentzel, Kramers, Brillouin (WKB) method.     

Asymptotic Solution of a Boundary-Value Problem for Linear Singularly-Perturbed Functional Differential Equations Arising in Optimal Control Theory

The Hamiltonian boundary-value problem, associated with a singularly-perturbed linear-quadratic optimal control problem with delay in the state variables, is considered. A formal asymptotic solution of this boundary-value problem is constructed by application of the boundary function method. The justification of this asymptotic solution is done. The asymptotic solution of the Hamiltonian boundary-value problem is constructed and justified assuming boundary-layer stabilizability and detectability.     

A multi-modal approach to the location of a rapid transit line

The location of a rapid transit line (RTL) represents a very complex decision problem because of the large number of decision makers, unquantifiable criteria and uncertain data. In this context Operational Research can help in the design process by providing tools to generate and assess alternative solutions. For this purpose two bicriterion mathematical programming models — the Maximum Coverage Shortest Path model and the Median Shortest Path model — have been developed in the past. In this paper a new bicriterion model, which can evaluate in a more realistic way the attractivity of an RTL is introduced. To calculate an estimation of the non-inferior solution set of the problem, a procedure based on a k-shortest path algorithm was developed. This approach was applied to a well-known sample problem and the results are discussed and compared with those obtained using a Median Shortest Path model.     

Normalization and averaging on compact lie groups in nonlinear mechanics

We consider the method of normal forms, the Bogolyubov averaging method, and the method of asymptotic decomposition proposed by Yu. A. Mitropol’skii and the author of this paper. Under certain assumptions about group-theoretic properties of a system of zero approximation, the results obtained by the method of asymptotic decomposition coincide with the results obtained by the method of normal forms or the Bogolyubov averaging method. We develop a new algorithm of asymptotic decomposition by a part of the variables and its partial case — the algorithm of averaging on a compact Lie group. For the first time, it became possible to consider asymptotic expansions of solutions of differential equations on noncommutative compact groups.     

Large deviations analysis of the generalized processor sharing policy

In this paper we consider a stochastic server (modeling a multiclass communication switch) fed by a set of parallel buffers. The dynamics of the system evolve in discrete-time and the generalized processor sharing (GPS) scheduling policy of [25] is implemented. The arrival process in each buffer is an arbitrary, and possibly autocorrelated, stochastic process. We obtain a large deviations asymptotic for the buffer overflow probability at each buffer. In the standard large deviations methodology, we provide a lower and a matching (up to first degree in the exponent) upper bound on the buffer overflow probabilities. We view the problem of finding a most likely sample path that leads to an overflow as an optimal control problem. Using ideas from convex optimization we analytically solve the control problem to obtain both the asymptotic exponent of the overflow probability and a characterization of most likely modes of overflow. These results have important implications for traffic management of high-speed networks. They extend the deterministic, worst-case analysis of [25] to the case where a detailed statistical model of the input traffic is available and can be used as a basis for an admission control mechanism. This revised version was published online in June 2006 with corrections to the Cover Date.     

A Method for Incorporating Transcendentally Small Terms into the Method of Matched Asymptotic Expansions

The essential ideas behind a method for incorporating exponentially small terms into the method of matched asymptotic expansions are demonstrated using an Ackerberg–O'Malley resonance problem and a spurious solutions problem of Carrier and Pearson. One begins with the application of the standard method of matched asymptotic expansions to obtain at least the leading terms in outer and inner (Poincaré-type) expansions; some, although not all, matching can be carried out at this stage. This is followed by the introduction of supplementary expansions whose gauge functions are transcendentally small compared to those in the standard expansions. Analysis of terms in these expansions allows the matching to be completed. Furthermore, the method allows for the inclusion of globally valid transcendentally small contributions to the asymptotic solution; it is well known that such terms may be numerically significant.