Limit theorem and uniqueness theorem of backward stochastic differential equations

This paper establishes a limit theorem for solutions of backward stochastic differential equations (BSDEs). By this limit theorem, this paper proves that, under the standard assumption g(t,y,0) = 0, the generator g of a BSDE can be uniquely determined by the corresponding g-expectationεg;this paper also proves that if a filtration consistent expectation S can be represented as a g-expectationεg, then the corresponding generator g must be unique.     

Induced residuated maps

The purpose of this paper is to introduce a class of mappings from a lattice L, whose elements are residuated maps, into itself. The main results of this paper identify certain injective residuated mappings of L and order automorphisms of a sublattice of L with mappings from this class.     

Goldie's theorem for semigroups

In this paper, we try to look for a semigroup analogue of Goldie's theorem which characterizes the orders of the full matrix ringM _n (D) over a division ringD. The main result of this paper, Theorem 4.11, does give a characterization of the semigroups which have a classical left quotient semigroupM _n (G ⁰), whereG ⁰ is a group with zero. The author is grateful to the referee for his careful modification of this paper and helpful comments which resulted in several improvements.     

Commutativity of near-rings with derivations by using algebraic substructures

In this paper we use subsets and algebraic substructures of a 3-prime nearring R admitting a derivation d to study the commutativity of the subsets, the algebraic substructures and the near-ring R under suitable conditions on d, R and the algebraic substructures. The results obtained in this paper generalize several commutativity theorems due to some authors.     

A tight upper bound for the number of intersections between two rectangular paths

The problem of finding the number of intersections between two geometric figures in the plane has been studied extensively in literature. In this paper, the geometric figure comprising a continuous rectilinear path (called rectangular path) is considered, and a tight (least) upper bound onI(P, Q), the number of intersections between two rectangular pathsP andQ, is given.Editors' Note: One of our referees has reported that the main result of this paper has recently been given independently by a Chinese researcher at the University of Science and Technology, Hefei, P. R. of China. His paper is under publication in the Chinese Science Bulletin. However, since this journal may not be easily accessible to our readers, and further the two papers are obviously independent of each other, theBIT Editors have decided to accept the present paper.     

Optimality and invexity in optimization problems in Banach algebras (spaces)

In this paper we introduce into nonsmooth optimization theory in Banach algebras a new class of mathematical programming problems, which generalizes the notion of smooth KT-(p,r)-invexity. In fact, this paper focuses on the optimality conditions for optimization problems in Banach algebras, regarding the generalized KT-(p,r)-invexity notion and Kuhn–Tucker points.     

Locally Factorisable Transformation Semigroups

A semigroup S is factorisable if S = GE = EG where G is a subgroup of S and E is the set of idempotents in S; and S is locally factorisable if eSe is factorisable for every e E. In this paper, we unify and extend results which characterise when certain transformation semigroups defined on a set are (locally) factorisable, and we consider the corresponding problem for the semigroup of linear transformations of a vector space.To Yupaporn Kemprasit, mentor of semigroup theorists in Thailand1991 Mathematics Subject Classification: 20M20The third section of this paper formed part of an MSc supervised by the first author. She greatly appreciates the help of her supervisor in this work; and the first two authors are grateful for the assistance of the third author in the preparation of this paper. The third author also acknowledges the generous support of Centro de Mathematica, Universidade do Minho, Portugal, during his visit in July–August 2000 when the paper was completed.     

The number of conjugacy classes of non-normal subgroups in nilpotent groups

In a recent paper, Rolf Brandi classified all finite groups having exactly one conjugacy class of nonnormal subgroups, and conjectured thatfor a nilpotent group G of nilpotency class c = c(G) the number v(G) = vof conjugacy classes of nonnormal subgroups satisfies the inequality v(G) ≥ c(G) – 1 (with the exception of the Hamiltonian groups, of course). The purpose of this paper is to establish this conjecture and to decide when this inequality is sharp.     

Normal Forms of Symplectic Matrices

Abstract In this paper, we prove that for every symplectic matrix M possessing eigenvalues on the unit circle, there exists a symplectic matrix P such that P ⁻¹ MP is a symplectic matrix of the normal forms defined in this paper. Partially supported by the NSF, MCSEC of China, and the Qiu Shi Sci. Tech. Foundation * Associate Member of the ICTP     

Packing Steiner trees: polyhedral investigations

LetG=(V, E) be a graph andT⊆V be a node set. We call an edge setS a Steiner tree forT ifS connects all pairs of nodes inT. In this paper we address the following problem, which we call the weighted Steiner tree packing problem. Given a graphG=(V, E) with edge weightsw _e , edge capacitiesc _e ,e∈E, and node setT ₁,…,T _N , find edge setsS ₁,…,S _N such that eachS _k is a Steiner tree forT _k , at mostc _e of these edge sets use edgee for eache∈E, and the sum of the weights of the edge sets is minimal. Our motivation for studying this problem arises from a routing problem in VLSI-design, where given sets of points have to be connected by wires. We consider the Steiner tree packing problem from a polyhedral point of view and define an associated polyhedron, called the Steiner tree packing polyhedron. The goal of this paper is to (partially) describe this polyhedron by means of inequalities. It turns out that, under mild assumptions, each inequality that defines a facet for the (single) Steiner tree polyhedron can be lifted to a facet-defining inequality for the Steiner tree packing polyhedron. The main emphasis of this paper lies on the presentation of so-called joint inequalities that are valid and facet-defining for this polyhedron. Inequalities of this kind involve at least two Steiner trees. The classes of inequalities we have found form the basis of a branch & cut algorithm. This algorithm is described in our companion paper (in this issue).     

Entire functions sharing one polynomial with their derivatives

In this paper, we study the growth of solutions of ak-th order linear differential equation and that of a k + 1-th order linear differential equation. From this we affirmatively answer a uniqueness question concerning a conjecture given by Brück in 1996 under the restriction of the hyper order less than 1/2, and obtain some uniqueness theorems of a nonconstant entire function and its derivative sharing a finite nonzero complex number CM. The results in this paper also improve some known results. Some examples are provided to show that the results in this paper are best possible.     

A rational sextic associated with a Desargues configuration

In this paper we consider a Desargues configuration in the projective plane, i.e. ten points and ten lines, on each line we have three of the points and through each point we have three of the lines. We construct a rational curve of order 6 which has a node at each of the ten points. We have never seen this kind of curve in the literature, but it is well known that for anyn there exists a rational curve of ordern which has [(n–1)(n–2)]/2 nodes and ifn=6 we find a sextic with ten nodes. The purpose of this paper is to obtain a sextic of this kind as a locus of points in connection with special projectivities of the plane associated with the Desargues configuration and to find a rational parametric representation of it. A large part of this paper is done with MACSYMA: it is an application of computer algebra in algebraic geometry. Special cases, where we find a quintic, a quartic or a cubic, are given in the last section.     

Interior-Point Algorithms for Semidefinite Programming Based on a Nonlinear Formulation

Recently in Burer et al. (Mathematical Programming A, submitted), the authors of this paper introduced a nonlinear transformation to convert the positive definiteness constraint on an n × n matrix-valued function of a certain form into the positivity constraint on n scalar variables while keeping the number of variables unchanged. Based on this transformation, they proposed a first-order interior-point algorithm for solving a special class of linear semidefinite programs. In this paper, we extend this approach and apply the transformation to general linear semidefinite programs, producing nonlinear programs that have not only the n positivity constraints, but also n additional nonlinear inequality constraints. Despite this complication, the transformed problems still retain most of the desirable properties. We propose first-order and second-order interior-point algorithms for this type of nonlinear program and establish their global convergence. Computational results demonstrating the effectiveness of the first-order method are also presented.     

A new formulation for the conditional -median and -center problems

In this paper we discuss the conditional p-median and p-center problems on a network. Demand nodes are served by the closest facility whether existing or new. The formulation presented in this paper provided better results than those obtained by the best known formulation.     

The Benson - Symonds Invariant for Permutation Modules

In a recent paper, Dave Benson and Peter Symonds defined a new invariant γ_G(M) for a finite dimensional module M of a finite group G which attempts to quantify how close a module is to being projective. In this paper, we determine this invariant for permutation modules of the symmetric group corresponding to two-part partitions using tools from representation theory and combinatorics.

     

Contingent derivative of the perturbation map in multiobjective optimization

Consider a parametrized multiobjective optimization problem with parameteru. LetG(u) be the objective space image of the feasible region, and letW(u)=MinG(u) (the perturbation map) be the efficient set in the objective space. The purpose of this paper is to investigate the relationship between the contingent derivativeDW ofW with respect tou and the contingent derivativeDG ofG with respect tou. Tanino (Ref. 1) proves that MinDGDW under certain conditions. In this paper, we prove that MinDG=MinDW under weaker conditions than Tanino's and that MinDG=DW under certain conditions. The paper does this by introducing a weaker notion of set-valued derivative. Along the way, the paper improves another of Tanino's results by using weaker conditions.The author would like to thank two anonymous referees for helpful comments. The author would also like to thank Professor P. L. Yu for encouragement and useful suggestions.     

Extensions of some factorization results from simple graphs to multigraphs

It was shown in a recent paper that an rs-regular multigraph G with maximum multiplicity μ(G) ≤ r can be factored into r regular simple graphs if first we allow the deletion of a relatively small number of hamilton cycles from G. In this paper, we use this theorem to obtain extensions of some factorization results on simple graphs to new results on multigraphs. © 1997 John Wiley & Sons, Inc. Inc.     

Singular integrals with rough kernels along real-analytic submanifolds in R n

L ^p mapping properties will be established in this paper for singular Radon transforms with rough kernels defined by translated of a real-analytic submanifold in R ⁿ .Work in this paper was done during the second author's visit at the Department of Mathematics, University of Pittsburgh.Supported in part by NSF Grant DMS-9622979.     

Some results on a singular parabolic equation in one dimension case

This paper is concerned with the existence, nonexistence, uniqueness, and non‐uniqueness of solutions for a singular parabolic equation in one dimension case. For different cases of some constant m of the equation, we study the uniqueness of solutions for m > ? 1, the nonexistence of solutions for m ≤ ? p, and the existence and non‐uniqueness of solutions for ? p < m ≤ ? 1. The novelty of this paper lies in the study of nonexistence. Moreover, the other results of this paper extend some recent works. Copyright © 2013 John Wiley & Sons, Ltd.