The shape of random pattern-avoiding permutations

We initiate the study of limit shapes for random permutations avoiding a given pattern. Specifically, for patterns of length 3, we obtain delicate results on the asymptotics of distributions of positions of numbers in the permutations. We view the permutations as 0–1 matrices to describe the resulting asymptotics geometrically. We then apply our results to obtain a number of results on distributions of permutation statistics.     

Relaxing support vectors for classification

We introduce a novel modification to standard support vector machine (SVM) formulations based on a limited amount of penalty-free slack to reduce the influence of misclassified samples or outliers. We show that free slack relaxes support vectors and pushes them towards their respective classes, hence we use the name relaxed support vector machines (RSVM) for our method. We present theoretical properties of the RSVM formulation and develop its dual formulation for nonlinear classification via kernels. We show the connection between the dual RSVM and the dual of the standard SVM formulations. We provide error bounds for RSVM and show it to be stable, universally consistent and tighter than error bounds for standard SVM. We also introduce a linear programming version of RSVM, which we call RSVMLP. We apply RSVM and RSVMLP to synthetic data and benchmark binary classification problems, and compare our results with standard SVM classification results. We show that relaxed influential support vectors may lead to better classification results. We develop a two-phase method called RSVM² for multiple instance classification (MIC) problems, where RSVM formulations are used as classifiers. We extend the two-phase method to the linear programming case and develop RSVMLP². We demonstrate the classification characteristics of RSVM² and RSVMLP², and report our classification results compared to results obtained by other SVM-based MIC methods on public benchmark datasets. We show that both RSVM² and RSVMLP² are faster and produce more accurate classification results.     

On the regularity of optimal controls

We outline some recent results on the regularity of optimal controls. We formulate the general regularity problem for open-loop and closed-loop controls, and explain how results for the open-loop case have implications for the closed-loop case as well. We then describe a number of results on the regularity of open-loop controls.Partially supported by a fellowship from the Alfred P. Sloan Foundation.Partially supported by NSF Grant No. DMS83-01678-01.     

Global existence and blow-up phenomena for a periodic 2-component Camassa–Holm equation

We first establish local well-posedness for a periodic 2-component Camassa?CHolm equation. We then present two global existence results for strong solutions to the equation. We finally obtain several blow-up results and the blow-up rate of strong solutions to the equation.     

Effective bandwidths for Markov regenerative sources

In this paper we consider the multiplexing of independent stochastic fluid sources onto a single buffer. The rate at which a source generates fluid is assumed to be modulated by a Markov regenerative process. We develop the exponential decay rates for the tails of the steady-state distribution of the buffer content. We also develop expressions for the effective bandwidths for such sources. All the results are in terms of the Perron-Frobenius eigenvalue of a matrix defined for the Markov regenerative source. As a special case we derive similar results for regenerative sources. We apply the results to video sources.This research was partially supported by NSF Grant No. NCR-9406823.     

Transformation of high order linear differential-algebraic systems to first order

We study general nonsquare linear systems of differential-algebraic systems of arbitrary order. We analyze the classical procedure of turning the system into a first order system and demonstrate that this approach may lead to different solvability results and smoothness requirements. We present several examples that demonstrate this phenomenon and then derive existence and uniqueness results for differential-algebraic systems of arbitrary order and index. We use these results to identify exactly those variables for which the order reduction to first order does not lead to extra smoothness requirements and demonstrate the effects of this new formulation with a numerical example.Dedicated to Richard S. Varga on the occasion of his 77th birthday.     

How much is it worth to know the future in online conversion problems?

We answer this question using the competitive ratio as an indicator for the quality of information about the future. Analytical results show that the better the information the better the worst-case competitive ratios. However, experimental analysis gives a slightly different view. We calculate the empirical-case competitive ratios of different variants of a threat-based online algorithm. The results are based on historical data of the German Dax-30 index. We compare our experimental empirical-case results to the analytical worst-case results given in the literature. We show that better information does not always lead to a better performance in real life applications. The empirical-case competitive ratio is not always better with better information, and some a-priori information is more valuable than other for practical settings.     

On Blaschke products with derivatives in Bergman spaces with normal weights

We generalize a well-known sufficient condition for interpolating sequences for the Hilbert Bergman spaces to other Bergman spaces with normal weights (as defined by Shields and Williams) and obtain new results regarding the membership of the derivative of a Blaschke product or a general inner function in such spaces. We also apply duality techniques to obtain further results of this type and obtain new results about interpolating Blaschke products.     

On the approximation of unstable parametric minimal surfaces

We prove optimal convergence results for discrete approximations to (possibly unstable) minimal surfaces. This appears to be the first class of results of this type for geometric objects solving a highly non-linear geometric variational problem. We introduce a number of new techniques which we expect will be of use in other geometric problems. The theoretical approximation results are confirmed by numerical test computations.     

On String Graph Limits and the Structure of a Typical String Graph

We study limits of convergent sequences of string graphs, that is graphs with an intersection representation consisting of curves in the plane. We use these results to study the limiting behavior of a sequence of random string graphs. We also prove similar results for several related graph classes.     

Analysis of the bounded variation and the G regularization for nonlinear inverse problems

We analyze the energy method for inverse problems. We study the unconstrained minimization of the energy functional consisting of a least‐square fidelity term and two other regularization terms being the seminorm in the BV space and the norm in the G space. We consider a coercive (non)linear operator modelling the forward problem. We establish the uniqueness and stability results for the minimization problems. The stability is studied with respect to the perturbations in the data, in the operator, as well as in the regularization parameters. We settle convergence results for the general minimization schemes. Copyright © 2009 John Wiley & Sons, Ltd.     

Optimization-based simulation of nonsmooth rigid multibody dynamics

We present a time-stepping method to simulate rigid multibody dynamics with inelastic collision, contact, and friction. The method progresses with fixed time step without backtracking for collision and solves at every step a strictly convex quadratic program. We prove that a solution sequence of the method converges to the solution of a measure differential inclusion. We present numerical results for a few examples, and we illustrate the difference between the results from our scheme and previous, linear-complementarity-based time-stepping schemes.     

On the vanishing of homology for modules of finite complete intersection dimension

We prove rigidity type results on the vanishing of stable Ext and Tor for modules of finite complete intersection dimension, results which generalize and improve upon known results. We also introduce a notion of pre-rigidity, which generalizes phenomena for modules of finite complete intersection dimension and complexity one. Using this concept, we prove results on length and vanishing of homology modules.     

Numerical solutions to the self‐similar transonic two‐dimensional nonlinear wave system

We present numerical results on a two‐dimensional Riemann problem governed by the self‐similar nonlinear wave system that gives rise to a transonic shock. We consider a configuration for a vertical incident shock moving to the right above a rectangular object. The incident shock then interacts with a sonic circle soon after it moves beyond the object, and creates a transonic region. We implement Lax–Liu positive schemes and Strang splitting, and obtain several numerical solutions for the model system. With the numerical results that we have obtained, we present several analyses of the transonic shock strengths and the positions of the transonic shocks with various Riemann data. Moreover, due to the presence of the corner of the object, numerical oscillations are apparent. We discuss regularity results for the solution near the corner of the object. Copyright © 2010 John Wiley & Sons, Ltd.     

Extensions of algorithmic senstivity calculations nonlinear programming using barrier and penalty functions

We provide a theoretical basis for approximating the sensitivity of a perturbed solution and the local optimalvalue function, using information generated by a sequential unconstrained minimization technique in the normal course of solving a mathematical program. We show that various algorithmic sensitivity results can be obtained without other assumptions than those needed for the corresponding nonalgorithmic results. Our results extend the algorithmic calculation of sensitivity information introduced by Fiacco, utilizing the logarithmic barrier function and quadratic penalty function     

Homogenization of the Maxwell Equations: Case II. Nonlinear Conductivity

The Maxwell equations with uniformly monotone nonlinear electric conductivity in a heterogeneous medium, which may be non-periodic, are homogenized by two-scale convergence. We introduce a new set of function spaces appropriate for the nonlinear Maxwell system. New compactness results, of two-scale type, are proved for these function spaces. We prove existence of a unique solution for the heterogeneous system as well as for the homogenized system. We also prove that the solutions of the heterogeneous system converge weakly to the solution of the homogenized system. Furthermore, we prove corrector results, important for numerical implementations.     

Population models with diffusion, strong Allee effect and constant yield harvesting

We study the steady state distribution of reaction diffusion equations with strong Allee effect type growth and constant yield harvesting (semipositone) in heterogeneous bounded habitats. Assuming the exterior of the habitat is completely hostile, we establish existence results for positive solutions. We also establish a multiplicity result for the non-harvested case. We obtain our results via the method of sub-super solutions.     

An improvement on the positivity results for 2-stage explicit Runge-Kutta methods

In this paper, we investigate the positivity property for a class of 2-stage explicit Runge-Kutta (RK2) methods of order two when applied to the numerical solution of special nonlinear initial value problems (IVPs) for ordinary differential equations (ODEs). We also pay particular attention to monotonicity property. We obtain new results for positivity which are important in practical applications. We provide some numerical examples to illustrate our results.     

Using dual techniques to derive componentwise and mixed condition numbers for a linear function of a linear least squares solution

We prove duality results for adjoint operators and product norms in the framework of Euclidean spaces. We show how these results can be used to derive condition numbers especially when perturbations on data are measured componentwise relatively to the original data. We apply this technique to obtain formulas for componentwise and mixed condition numbers for a linear function of a linear least squares solution. These expressions are closed when perturbations of the solution are measured using a componentwise norm or the infinity norm and we get an upper bound for the Euclidean norm.