RECOGNIZING ESSENTIALLY DISCONNECTED BENZENOIDS WITH FIXED DOUBLE BONDS

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Nonautonomous saddle-node bifurcations: Random and deterministic forcing

We study the effect of external forcing on the saddle-node bifurcation pattern of interval maps. By replacing fixed points of unperturbed maps by invariant graphs, we obtain direct analogues to the classical result both for random forcing by measure-preserving dynamical systems and for deterministic forcing by homeomorphisms of compact metric spaces. Additional assumptions like ergodicity or minimality of the forcing process then yield further information about the dynamics.The main difference to the unforced situation is that at the critical bifurcation parameter, two alternatives exist. In addition to the possibility of a unique neutral invariant graph, corresponding to a neutral fixed point, a pair of so-called pinched invariant graphs may occur. In quasiperiodically forced systems, these are often referred to as ‘strange non-chaotic attractors’. The results on deterministic forcing can be considered as an extension of the work of Novo, Núñez, Obaya and Sanz on nonautonomous convex scalar differential equations. As a by-product, we also give a generalisation of a result by Sturman and Stark on the structure of minimal sets in forced systems.     

A forcing relation of braids from Nielsen fixed point theory

In this paper, we focus our attention on the connections between the braid group and Nielsen fixed point theory. A new forcing relation between braids is introduced, and we show that it can be fulfilled by using Nielsen fixed point theory.     

Non-convex sweeping processes involving maximal monotone operators

By using a regularization method, we study in this paper the global existence and uniqueness property of a new variant of non-convex sweeping processes involving maximal monotone operators. The system can be considered as a maximal monotone differential inclusion under a control term of normal cone type forcing the trajectory to be always contained in the desired moving set. When the set is fixed, one can show that the unique solution is right-differentiable everywhere and its right-derivative is right-continuous. Non-smooth Lyapunov pairs for this system are also analysed.     

On fixed points of stratified maps

Nielsen fixed point theory deals with the fixed point sets of self maps on compact polyhedra. In this note, we shall extend it to stratified maps, to consider fixed points on (noncompact) strata. The extension was motivated by our recent work on the braid forcing problem in which the deleted symmetric products are indispensable. The stratified viewpoint is theoretically as natural as the equivariant Nielsen fixed point theory, while it can be more tractable computationally and more flexible in applications. This work was partially supported by an NSFC grant and a BMEC grant.     

A trace formula for the forcing relation of braids

The forcing relation of braids has been introduced for a 2-dimensional analogue of the Sharkovskii order on periods for maps of the interval. In this paper, by making use of the Nielsen fixed point theory and a representation of braid groups, we deduce a trace formula for the computation of the forcing order.     

Characterization of reducible hexagons and fast decomposition of elementary benzenoid graphs

A benzenoid graph is a finite connected plane graph with no cut vertices in which every interior region is bounded by a regular hexagon of a side length one. A benzenoid graph G is elementary if every edge belongs to a 1-factor of G. A hexagon h of an elementary benzenoid graph is reducible, if the removal of boundary edges and vertices of h results in an elementary benzenoid graph. We characterize the reducible hexagons of an elementary benzenoid graph. The characterization is the basis for an algorithm which finds the sequence of reducible hexagons that decompose a graph of this class in O(n²) time. Moreover, we present an algorithm which decomposes an elementary benzenoid graph with at most one pericondensed component in linear time.     

A note on “Monte Carlo analysis of convertible bonds with reset clause”

Kimura and Shinohara [T. Kimura, T. Shinohara, Monte Carlo analysis of convertible bonds with reset clauses, European Journal of Operational Research 168 (2006) 301–310] analyze the value of a non-callable convertible bond with a reset clause. For a reset convertible bond, the conversion ratio is not fixed but depends on the underlying stock price. However, their model does not consider a dilution effect which can result due to changes in the number of shares into which the bond is converted. In this paper, we have developed a new pricing formula for reset convertible bonds that adjusts for dilution.     

A revised bound improvement sequence algorithm

In this paper we present a generalization and a computational improvement of the Bound Improvement Sequence Algorithm. The main computational burden of this algorithm consists in determining whether there exists a feasible point on the objective hyperplane, when the algorithm encounters a fixed point. By generalizing the algorithm, such that the objective function and constraints are treated alike, the number of fixed points that are required can be reduced. The computational results that we report allow us to conclude that the number of fixed points can generally be reduced for loosely constrained problems. For this class of problems the new algorithm appears to be more efficient than a standard MIP code such as FMPS.     

None of the coronoid systems can be isometrically embedded into a hypercube

A graph that can be isometrically embedded into a hypercube is called a partial cube (or binary Hamming graph). Klavžar, Gutman and Mohar [S. Klavžar, I. Gutman, B. Mohar, Labeling of benzenoid systems which reflects the vertex-distance relations, J. Chem. Inf. Comput. Sci. 35 (1995) 590–593] showed that all benzenoid systems are partial cubes. In this article we show that none of the coronoid systems (benzenoid systems with “holes”) is a partial cube.     

Maximally resonant polygonal systems

A benzenoid system G is k-resonant if any set F of no more than k disjoint hexagons is a resonant pattern, i.e, G−F has a perfect matching. In 1990’s M. Zheng constructed the 3-resonant benzenoid systems and showed that they are maximally resonant, that is, they are k-resonant for all k≥1. Recently, the equivalence of 3-resonance and maximal resonance has been shown to be valid also for coronoid systems, carbon nanotubes, polyhexes in tori and Klein bottles, and fullerene graphs. So our main problem is to investigate the extent of graphs possessing this interesting property. In this paper, by replacing the above hexagons with even faces, we define k-resonance of graphs in surfaces, possibly with boundary, in a unified way. Some exceptions exist. For plane polygonal systems tessellated with polygons of even size at least six such that all inner vertices have the same degree three and the others have degree two or three, we show that such 3-resonant polygonal systems are indeed maximally resonant. They can be constructed by gluing and lapping operations on three types of basic graphs.     

Chaos in periodically forced discrete-time ecosystem models

Natural populations whose generations are non-overlapping can be modelled by difference equations that describe how the populations evolve in discrete time-steps. These ecosystem models are, in general, nonlinear and contain system parameters that relate to such properties as the intrinsic growth-rate of a species. Typically, the parameters are kept constant. In this study, in order to simulate cyclic effects due to changes in environmental conditions, periodic forcing is applied to system parameters in four specific models, comprising three well-known, single-species models due to May, Moran–Ricker, and Hassell, and also a Maynard Smith predator–prey model. It is found that, in each case, a system that has simple (e.g., periodic) behavior in its unforced state can take on extremely complicated behavior, including chaos, when periodic forcing is applied, dependent on the values of the forcing amplitudes and frequencies. For each model, the application of forcing is found to produce an effective increase in the parameter space over which the system can behave chaotically. Bifurcation diagrams are constructed with the forcing amplitude as the bifurcation parameter, and these are observed to display rich structure, including chaotic bands with periodic windows, pitch-fork and tangent bifurcations, and attractor crises.     

A fully benzenoid system has a unique maximum cardinality resonant set

A benzenoid system is a 2-connected plane graph such that its each inner face is a regular hexagon of side length 1. A benzenoid system is Kekuléan if it has a perfect matching. Let P be a set of hexagons of a Kekuléan benzenoid system B. The set P is called a resonant set of B if the hexagons in P are pair-wise disjoint and the subgraph B−P (obtained by deleting from B the vertices of the hexagons in P) is either empty or has a perfect matching. It was shown (Gutman in Wiss. Z. Thechn. Hochsch. Ilmenau 29:57–65, 1983; Zheng and Chen in Graphs Comb. 1:295–298, 1985) that for every maximum cardinality resonant set P of a Kekuléan benzenoid system B, the subgraph B−P is either empty or has a unique perfect matching. A Kekuléan benzenoid system B is said to be fully benzenoid if there exists a maximum cardinality resonant set P of B, such that the subgraph B−P is empty. It is shown that a fully benzenoid system has a unique maximum cardinality resonant set, a well-known statement that, so far, has remained without a rigorous proof.     

Topological invariants in forced piecewise-linear FitzHugh–Nagumo-like systems

Mathematical models for periodically-forced excitable systems arise in many biological and physiological contexts. Chaotic dynamics of a forced piecewise-linear Fitzhugh–Nagumo-like system under large-amplitude forcing was identified by Othmer and Xie in their work [J. Math. Biol. 39 (1999) 139]. Using kneading theory we study the topological entropy of some chaotic return maps associated with a singular system. Finally we introduce a new topological invariant to distinguish isentropic dynamics and we exhibit numerical results about maps with the same topological entropy, that suggest the existence of a relation between the parameters A and θ, when T is fixed.     

Omitting types theorem in hybrid dynamic first-order logic with rigid symbols

In the present contribution, we prove an Omitting Types Theorem (OTT) for an arbitrary fragment of hybrid dynamic first-order logic with rigid symbols (i.e. symbols with fixed interpretations across worlds) closed under negation and retrieve. The logical framework can be regarded as a parameter and it is instantiated by some well-known hybrid and/or dynamic logics from the literature. We develop a forcing technique and then we study a forcing property based on local satisfiability, which lead to a refined proof of the OTT. For uncountable signatures, the result requires compactness, while for countable signatures, compactness is not necessary. We apply the OTT to obtain upwards and downwards Löwenheim-Skolem theorems for our logic, as well as a completeness theorem for its constructor-based variant.     

有交易成本的利率期限结构的分析

本文利用无套利均衡方法对存在着交易费，赋税，以及买卖差价等交易成本的债券市场进行分析．用数学方法严格地证明了一个基本结论：在有交易成本的债券市场上，弱无套利性与相容期限结构的存在性是等价的．     

Switching dynamics of multiple linear oscillators

In this paper, the switching dynamics of linear oscillators with arbitrary discontinuous forcing are investigated through the concept of switching systems, and such switching systems consist of countable prescribed linear oscillators with different external excitations. The traditional treatments are to smoothen the discontinuity at switching points of two subsystems in a switching system, which can provide an approximate solution only. Therefore, an alternative method is presented to obtain an exact solution of the resultant switching linear system. Under periodic piecewise forcing and random forcing, the corresponding exact solutions and stochastic responses of switching linear systems are developed. For any periodic forcing, the periodic responses and stability of the resultant system composed of multiple linear oscillators in different time intervals are presented. In addition, the resultant switching system consisting of two oscillators are discussed, and the corresponding stability analysis is carried out.     

On the dynamics of a periodic Colpitts oscillator forced by periodic and chaotic signals

In this paper, we have examined effects of forcing a periodic Colpitts oscillator with periodic and chaotic signals for different values of coupling factors. The forcing signal is generated in a master bias-tuned Colpitts oscillator having identical structure as that of the slave periodic oscillator. Numerically solving the system equations, it is observed that the slave oscillator goes to chaotic state through a period-doubling route for increasing strengths of the forcing periodic signal. For forcing with chaotic signal, the transition to chaos is observed but the route to chaos is not clearly detectable due to random variations of the forcing signal strength. The chaos produced in the slave Colpitts oscillator for a chaotic forcing is found to be in a phase-synchronized state with the forced chaos for some values of the coupling factor. We also perform a hardware experiment in the radio frequency range with prototype Colpitts oscillator circuits and the experimental observations are in agreement with the numerical simulation results.     

A multistage linear stochastic programming model for optimal corporate debt management

Large corporations fund their capital and operational expenses by issuing bonds with a variety of indexations, denominations, maturities and amortization schedules. We propose a multistage linear stochastic programming model that optimizes bond issuance by minimizing the mean funding cost while keeping leverage under control and insolvency risk at an acceptable level. The funding requirements are determined by a fixed investment schedule with uncertain cash flows. Candidate bonds are described in a detailed and realistic manner. A specific scenario tree structure guarantees computational tractability even for long horizon problems. Based on a simplified example, we present a sensitivity analysis of the first stage solution and the stochastic efficient frontier of the mean-risk trade-off. A realistic exercise stresses the importance of controlling leverage. Based on the proposed model, a financial planning tool has been implemented and deployed for Brazilian oil company Petrobras.