Maximizing the expected number of components in an online search of a graph

The following optimal stopping problem is considered. The vertices of a graph G are revealed one by one, in a random order, to a selector. He aims to stop this process at a time t that maximizes the expected number of connected components in the graph ${\stackrel{?}{G}}_t$, induced by the currently revealed vertices. The selector knows G in advance, but different versions of the game are considered depending on the information that he gets about ${\stackrel{?}{G}}_t$. We show that when G has N vertices and maximum degree of order $o(\sqrt{N})$, then the number of components of ${\stackrel{?}{G}}_t$ is concentrated around its mean, which implies that playing the optimal strategy the selector does not benefit much by receiving more information about ${\stackrel{?}{G}}_t$. Results of similar nature were previously obtained by M. Lasoń for the case where G is a k-tree (for constant k). We also consider the particular cases where G is a square, triangular or hexagonal lattice, showing that an optimal selector gains cN components and we compute c with an error less than 0.005 in each case.     

On Nordhaus–Gaddum type inequalities for the game chromatic and game coloring numbers

A seminal result by Nordhaus and Gaddum states that $2\sqrt{n}\le \chi \left(G\right)+\chi \left(\overline{G}\right)\le n+1$ for every graph $G$ of order $n$, where $\overline{G}$ is the complement of $G$ and $\chi$ is the chromatic number. We study similar inequalities for ${\chi }_g\left(G\right)$ and $co{l}_g\left(G\right)$, which denote, respectively, the game chromatic number and the game coloring number of $G$. Those graph invariants give the score for, respectively, the coloring and marking games on $G$ when both players use their best strategies.     

On Yau's problem of evolving one curve to another: Convex case

A revised Yau's Curvature Difference Flow is considered to deform one convex curve $X_0$ to another one $\stackrel{?}{X}$. It is proved that this flow exists globally on time interval $[0,+\infty )$ and the evolving curve, preserving its convexity and bounded area A, converges to a fixed limiting curve $X_{\infty }$ (congruent to $\sqrt{A/\stackrel{?}{A}}\stackrel{?}{X}$) as time tends to infinity, where $\stackrel{?}{A}$ is the area bounded by the target curve $\stackrel{?}{X}$.     

Positive solutions to delayed differential equations of the second-order

A new criterion for the existence of positive solutions of the second-order delayed differential equation $\ddot{y}\left(t\right)=f(t,y_t,{\dot{y}}_t)$, $t\in [t_0,\infty )$ is given with applications to linear equations. Open problems for future research are formulated.     

Group-invariant solutions for the Ricci curvature equation and the Einstein equation

We consider the pseudo-Euclidean space $({\mathbb{R}}^n,g)$, $n\ge 3$, with coordinates $x=(x_1,\dots ,x_n)$ and metric $g_{ij}={\delta }_{ij}{?}_i$, ${?}_i=\pm 1$, where at least one ${?}_i$ is positive, and also tensors of the form $A={\sum }_{i,j}{A}_{ij}d{x}_{i}d{x}_j$, such that $A_{ij}$ are differentiable functions of x. For such tensors, we use Lie point symmetries to find metrics $\stackrel{￣}{g}=\frac{1}{u^2}g$ that solve the Ricci curvature and the Einstein equations. We provide a large class of group-invariant solutions and examples of complete metrics $\stackrel{￣}{g}$ defined globally in ${\mathbb{R}}^n$. As consequences, for certain functions $\stackrel{￣}{K}$, we show complete metrics $\stackrel{￣}{g}$, conformal to the pseudo-Euclidean metric g, whose scalar curvature is $\stackrel{￣}{K}$.     

Even (s̄,t̄)-core partitions and self-associate characters of S̃n

We extend a method of Olsson and Bessenrodt to determine the number of even partitions that are simultaneously $\stackrel{?}{s}$-core and $\stackrel{?}{t}$-core. When $p$ and $q$ are distinct primes, this also determines the number of self-associate characters of ${\stackrel{?}{S}}_n$ that are simultaneously defect 0 for $p$ and $q$.     

On the Brauer p-dimension of Henselian discrete valued fields of residual characteristic p > 0

Let $(K,v)$ be a Henselian discrete valued field with residue field $\stackrel{?}{K}$ of characteristic $p>0$, and ${\text{Brd}}_p(K)$ be the Brauer p-dimension of K. This paper shows that ${\text{Brd}}_p(K)\ge n$ if $[\stackrel{?}{K}:{\stackrel{?}{K}}^p]=p^n$, for some $n\in \mathbb{N}$. It proves that ${\text{Brd}}_p(K)=\infty$ if and only if $[\stackrel{?}{K}:{\stackrel{?}{K}}^p]=\infty$.     

A time-periodic reaction–diffusion–advection equation with a free boundary and sign-changing coefficients

We consider a reaction–diffusion–advection equation of the form: $u_t=u_{xx}-\beta \left(t\right)u_x+f(t,u)$ for $x\in [0,h\left(t\right))$, where $\beta \left(t\right)$ is a $T$-periodic function, $f(t,u)$ is a $T$-periodic Fisher–KPP type of nonlinearity with $a\left(t\right)≔f_u(t,0)$ changing sign, $h\left(t\right)$ is a free boundary satisfying the Stefan condition. We study the long time behavior of solutions and find that there are two critical numbers $\bar{c}$ and $B\left(\tilde{\beta }\right)$ with $B\left(\tilde{\beta }\right)>\bar{c}>0$, $\bar{\beta }≔\frac{1}{T}{\int }_0^T\beta \left(t\right)dt$ and $\tilde{\beta }\left(t\right)≔\beta \left(t\right)-\bar{\beta }$, such that a vanishing–spreading dichotomy result holds when $\left|\bar{\beta }\right|<\bar{c}$; a vanishing–transition–virtual spreading trichotomy result holds when $\bar{\beta }\in [\bar{c},B\left(\tilde{\beta }\right))$; all solutions vanish when $\bar{\beta }⩾B\left(\tilde{\beta }\right)$ or $\bar{\beta }⩽-\bar{c}$.     

Small time convergence of subordinators with regularly or slowly varying canonical measure

We consider subordinators $X_{\alpha }={\left(X_{\alpha }\left(t\right)\right)}_{t\ge 0}$ in the domain of attraction at 0 of a stable subordinator ${\left(S_{\alpha }\left(t\right)\right)}_{t\ge 0}$ (where $\alpha \in (0,1)$); thus, with the property that ${\overline{\Pi }}_{\alpha }$, the tail function of the canonical measure of $X_{\alpha }$, is regularly varying of index $?\alpha \in (?1,0)$ as $x\downarrow 0$. We also analyse the boundary case, $\alpha =0$, when ${\overline{\Pi }}_{\alpha }$ is slowly varying at 0. When $\alpha \in (0,1)$, we show that ${\left(t{\overline{\Pi }}_{\alpha }\left(X_{\alpha }\left(t\right)\right)\right)}^{?1}$ converges in distribution, as $t\downarrow 0$, to the random variable ${\left(S_{\alpha }\left(1\right)\right)}^{\alpha }$. This latter random variable, as a function of $\alpha$, converges in distribution as $\alpha \downarrow 0$ to the inverse of an exponential random variable. We prove these convergences, also generalised to functional versions (convergence in $\mathbb{D}[0,1]$), and to trimmed versions, whereby a fixed number of its largest jumps up to a specified time are subtracted from the process. The $\alpha =0$ case produces convergence to an extremal process constructed from ordered jumps of a Cauchy subordinator. Our results generalise random walk and stable process results of Darling, Cressie, Kasahara, Kotani and Watanabe.