A hole‐size bound for incomplete t‐wise balanced designs

An incomplete t‐wise balanced design of index λ is a triple (X,H,??) where X is a υ–element set, H is a subset of X called the hole, and B is a collection of subsets of X called blocks, such that, every t‐element subset of X is either in H or in exactly λ blocks, but not both. If H is a hole in an incomplete t‐wise balanced design of order υ and index λ, then |H| ≤ υ/2 if t is odd and |H| ≤ (υ ? 1)/2 if t is even. In particular, this result establishes the validity of Kramer's conjecture that the maximal size of a block in a Steiner t‐wise balanced design is at most υ/2 if t is odd and at most (υ?1)/2 when t is even. © 2001 John Wiley & Sons, Inc. J Combin Designs 9: 269–284, 2001     

Split‐type octonion matrix

The split and hyperbolic (countercomplex) octonions are eight‐dimensional nonassociative algebras over the real numbers, which are in the form , where e_m's have different properties for them. The main purpose of this paper is to define the split‐type octonion and its matrix whose inputs are split‐type octonions and give some properties for them by using the real quaternions, split, and hyperbolic (countercomplex) octonions. On the other hand, to make some definitions, we present some operations on the split‐type octonions. Also, we show that every split‐type octonions can be represented by 2 × 2 real quaternion matrix and 4 × 4 complex number matrix. The information about the determinants of these matrix representations is also given. Besides, the main features of split‐type octonion matrix concept are given by using properties of  real quaternion matrices. Then, 8n × 8nreal matrix representations of split‐type octonion matrices are shown, and some algebraic structures are examined. Additionally, we introduce real quaternion adjoint matrices of split‐type octonion matrices. Moreover, necessary and sufficient conditions and definitions are given for split‐type octonion matrices to be special split‐type octonion matrices. We describe some special split‐type octonion matrices. Finally, oct‐determinant of split‐type octonion matrices is defined. Definitive and understandable examples of all definitions, theorems, and conclusions were given for a better understanding of all these concepts.     

Two‐level Fourier analysis of multigrid for higher‐order finite‐element discretizations of the Laplacian

In this paper, we employ local Fourier analysis (LFA) to analyze the convergence properties of multigrid methods for higher‐order finite‐element approximations to the Laplacian problem. We find that the classical LFA smoothing factor, where the coarse‐grid correction is assumed to be an ideal operator that annihilates the low‐frequency error components and leaves the high‐frequency components unchanged, fails to accurately predict the observed multigrid performance and, consequently, cannot be a reliable analysis tool to give good performance estimates of the two‐grid convergence factor. While two‐grid LFA still offers a reliable prediction, it leads to more complex symbols that are cumbersome to use to optimize parameters of the relaxation scheme, as is often needed for complex problems. For the purposes of this analytical optimization as well as to have simple predictive analysis, we propose a modification that is “between” two‐grid LFA and smoothing analysis, which yields reasonable predictions to help choose correct damping parameters for relaxation. This exploration may help us better understand multigrid performance for higher‐order finite element discretizations, including for Q₂‐Q₁ (Taylor‐Hood) elements for the Stokes equations. Finally, we present two‐grid and multigrid experiments, where the corrected parameter choice is shown to yield significant improvements in the resulting two‐grid and multigrid convergence factors.     

New large sets of t‐designs

Abstact: We introduce generalizations of earlier direct methods for constructing large sets of t‐designs. These are based on assembling systematically orbits of t‐homogeneous permutation groups in their induced actions on k‐subsets. By means of these techniques and the known recursive methods we construct an extensive number of new large sets, including new infinite families. In particular, a new series of LS[3](2(2 + m), 8·3^m ? 2, 16·3^m ? 3) is obtained. This also provides the smallest known ν for a t‐(ν, k, λ) design when t ≥ 16. We present our results compactly for ν ≤ 61, in tables derived from Pascal's triangle modulo appropriate primes. © 2000 John Wiley & Sons, Inc. J Combin Designs 9: 40–59, 2001     

Zero‐sum flows in designs

Let D be a t ‐ ( v, k , λ) design and let N _i (D) , for 1 ≤ i ≤ t , be the higher incidence matrix of D , a ( 0 , 1 )‐matrix of size , where b is the number of blocks of D . A zero‐sum flow of D is a nowhere‐zero real vector in the null space of N ₁ ( D ). A zero‐sum k‐flow of D is a zero‐sum flow with values in { 1 , …, ±( k ? 1 )}. In this article, we show that every non‐symmetric design admits an integral zero‐sum flow, and consequently we conjecture that every non‐symmetric design admits a zero‐sum 5‐flow. Similarly, the definition of zero‐sum flow can be extended to N _i ( D ), 1 ≤ i ≤ t . Let be the complete design. We conjecture that N _t ( D ) admits a zero‐sum 3‐flow and prove this conjecture for t = 2 . © 2011 Wiley Periodicals, Inc. J Combin Designs 19:355‐364, 2011     

Some results on λ‐designs with two block sizes

A λ‐design is a family ?? = {B₁, B₂, …, B_v} of subsets of X = {1, 2, …, v} such that |B_i∩B_j| = λ for all i≠jand not all B_i are of the same size. The only known example of λ‐designs (called type‐1 designs) are those obtained from symmetric designs by a certain complementation procedure. Ryser [J Algebra 10 (1968), 246–261] and Woodall [Proc London Math Soc 20 (1970), 669–687] independently conjectured that all λ‐designs are type‐1. Let g = gcd(r ? 1, r^* ? 1), where rand r^* are the two replication numbers. Ionin and Shrikhande [J Combin Comput 22 (1996), 135–142; J Combin Theory Ser A 74 (1996), 100–114] showed that λ‐designs with g = 1, 2, 3, 4 are type‐1 and that the Ryser–Woodall conjecture is true for λ‐designs on p + 1, 2p + 1, 3p + 1, 4p + 1 points, where pis a prime. Hein and Ionin [Codes and Designs—Proceedings of Conference honoring Prof. D. K. Ray‐Chaudhuri on the occasion of his 65th birthday, Ohio State University Mathematical Research Institute Publications, 10, Walter de Gruyter, Berlin, 2002, pp. 145–156] proved corresponding results for g = 5 and Fiala [Codes and Designs—Proceedings of Conference honoring Prof. D. K. Ray‐Chaudhuri on the occasion of his 65th birthday, Ohio State University Mathematical Research Institute Publications, 10, Walter de Gruyter, Berlin, 2002, pp. 109–124; Ars Combin 68 (2003), 17–32; Ars Combin, to appear] for g = 6, 7, and 8. In this article, we consider λ designs with exactly two block sizes. We show that in this case, the conjecture is true for g = 9, 11, 12, 13, 15, 16, 17, 19, 20, 21, and for g = 10, 14, 18, 22 with v≠4λ ? 1. We also give two results on such λ‐designs on v = 9p + 1 and 12p + 1 points, where pis a prime. © 2010 Wiley Periodicals, Inc. J Combin Designs 19:95‐110, 2011     

Approximate Solutions of Continuous Dispersion Problems

The problem of positioning p points so as to maximize the minimum distance between them has been studied in both location theory (as the continuous p-dispersion problem) and the design of computer experiments (as the maximin distance design problem). This problem can be formulated as a nonlinear program, either exactly or approximately. We consider formulations of both types and demonstrate that, as p increases, it becomes dramatically more expensive to compute solutions of the exact formulation than to compute solutions of the approximate formulation.     

Bounds on the maximum numbers of clear two-factor interactions for 2~((n1+n2)-(k1+k2)) fractional factorial split-plot designs

Fractional factorial split-plot (FFSP) designs have an important value of investigation for their special structures. There are two types of factors in an FFSP design: the whole-plot (WP) factors and sub-plot (SP) factors, which can form three types of two-factor interactions: WP2fi, WS2fi and SP2fi. This paper considers FFSP designs with resolutionⅢorⅣunder the clear effects criterion. It derives the upper and lower bounds on the maximum numbers of clear WP2fis and WS2fis for FFSP designs, and gives some methods for constructing the desired FFSP designs. It further examines the performance of the construction methods.     

Bounds on the maximum numbers of clear two-factor interactions for 2^{(n_1 + n_2 ) - (k_1 + k_2 )} fractional factorial split-plot designs

Fractional factorial split-plot (FFSP) designs have an important value of investigation for their special structures. There are two types of factors in an FFSP design: the whole-plot (WP) factors and sub-plot (SP) factors, which can form three types of two-factor interactions: WP2fi, WS2fi and SP2fi. This paper considers FFSP designs with resolution III or IV under the clear effects criterion. It derives the upper and lower bounds on the maximum numbers of clear WP2fis and WS2fis for FFSP designs, and gives some methods for constructing the desired FFSP designs. It further examines the performance of the construction methods.     

Well‐Balanced Designs for Data Placement

The problem we consider in this article is motivated by data placement, in particular data replication in distributed storage and retrieval systems. We are given a set V of v servers along with b files (data, documents). Each file is replicated on exactly k servers. A placement consists in finding a family of b subsets of V (representing the files) called blocks, each of size k. Each server has some probability to fail and we want to find a placement that minimizes the variance of the number of available files. It was conjectured that there always exists an optimal placement (with variance better than any other placement for any value of the probability of failure). We show that the conjecture is true, if there exists a well‐balanced design—that is, a family of blocks—each of size k, such that each j‐element subset of V, , belongs to the same or almost the same number of blocks (difference at most one). The existence of well‐balanced designs is a difficult problem as it contains, as a subproblem, the existence of Steiner systems. We completely solve the case and give bounds and constructions for and some values of v and b.     

Operator time‐splitting techniques combined with quintic B‐spline collocation method for the generalized Rosenau–KdV equation

In this article, the generalized Rosenau–KdV equation is split into two subequations such that one is linear and the other is nonlinear. The resulting subequations with the prescribed initial and boundary conditions are numerically solved by the first order Lie–Trotter and the second‐order Strang time‐splitting techniques combined with the quintic B‐spline collocation by the help of the fourth order Runge–Kutta (RK‐4) method. To show the accuracy and reliability of the proposed techniques, two test problems having exact solutions are considered. The computed error norms L₂ and L_∞ with the conservative properties of the discrete mass Q(t) and energy E(t) are compared with those available in the literature. The convergence orders of both techniques have also been calculated. Moreover, the stability analyses of the numerical schemes are investigated.     

q‐Analogs of Packing Designs

A q‐packing design is a selection of k‐dimensional subspaces of such that each t‐dimensional subspace is contained in at most one element of the collection. A successful approach adopted from the Kramer–Mesner method of prescribing a group of automorphisms was applied by Kohnert and Kurz to construct some constant dimension codes with moderate parameters that arise by q‐packing designs. In this paper, we recall this approach and give a version of the Kramer–Mesner method breaking the condition that the whole q‐packing design must admit the prescribed group of automorphisms. Afterwards, we describe the basic idea of an algorithm to tackle the integer linear optimization problems representing the q‐packing design construction by means of a metaheuristic approach. Finally, we give some improvements on the size of q‐packing designs.     

Degree‐ and Orbit‐Balanced Γ‐Designs When Γ Has Five Vertices

A Γ‐design of the complete graph is a set of subgraphs isomorphic to Γ (blocks) whose edge‐sets partition the edge‐set of . is balanced if the number of blocks containing x is the same number of blocks containing y for any two vertices x and y. is orbit‐balanced, or strongly balanced, if the number of blocks containing x as a vertex of a vertex‐orbit A of Γ is the same number of blocks containing y as a vertex of A, for any two vertices x and y and for every vertex‐orbit A of Γ. We say that is degree‐balanced if the number of blocks containing x as a vertex of degree d in Γ is the same number of blocks containing y as a vertex of degree d in Γ, for any two vertices x and y and for every degree d in Γ. An orbit‐balanced Γ‐design is also degree‐balanced; a degree‐balanced Γ‐design is also balanced. The converse is not always true. We study the spectrum for orbit‐balanced, degree‐balanced, and balanced Γ‐designs of when Γ is a graph with five vertices, none of which is isolated. We also study the existence of balanced (respectively, degree‐balanced) Γ‐designs of which are not degree‐balanced (respectively, not orbit‐balanced).     

Quasi‐symmetric designs with fixed difference of block intersection numbers

The following results for proper quasi‐symmetric designs with non‐zero intersection numbers x,y and λ > 1 are proved.

• (1) Let D be a quasi‐symmetric design with z = y ? x and v ≥ 2k. If x ≥ 1 + z + z³ then λ < x + 1 + z + z³.
• (2) Let D be a quasi‐symmetric design with intersection numbers x, y and y ? x = 1. Then D is a design with parameters v = (1 + m) (2 + m)/2, b = (2 + m) (3 + m)/2, r = m + 3, k = m + 1, λ = 2, x = 1, y = 2 and m = 2,3,… or complement of one of these design or D is a design with parameters v = 5, b = 10, r = 6, k = 3, λ = 3, and x = 1, y = 2.
• (3) Let D be a triangle free quasi‐symmetric design with z = y ? x and v ≥ 2k, then x ≤ z + z².
• (4) For fixed z ≥ 1 there exist finitely many triangle free quasi‐symmetric designs non‐zero intersection numbers x, y = x + z.
• (5) There do not exist triangle free quasi‐symmetric designs with non‐zero intersection numbers x, y = x + 2.

© 2006 Wiley Periodicals, Inc. J Combin Designs 15: 49–60, 2007     

Constructing regular self‐complementary uniform hypergraphs

In this article, we examine the possible orders of t‐subset‐regular self‐complementary k‐uniform hypergraphs, which form examples of large sets of two isomorphic t‐designs. We reformulate Khosrovshahi and Tayfeh–Rezaie's necessary conditions on the order of these structures in terms of the binary representation of the rank k, and these conditions simplify to a more transparent relation between the order n and rank k in the case where k is a sum of consecutive powers of 2. Moreover, we present new constructions for 1‐subset‐regular self‐complementary uniform hypergraphs, and prove that these necessary conditions are sufficient for all k, in the case where t = 1. © 2011 Wiley Periodicals, Inc. J Combin Designs 19: 439‐454, 2011     

Superconvergence of the split least‐squares method for second‐order hyperbolic equations

This article studies superconvergence phenomena of the split least‐squares mixed finite element method for second‐order hyperbolic equations. By selecting the least‐squares functional properly, the procedure can be split into two independent symmetric positive definite subprocedures, one of which is for the primitive unknown and the other is for the flux. Based on interpolation operators and an auxiliary projection, superconvergent H¹ error estimates for the primary variable u and L² error estimates for the introduced flux variable σ are obtained under the standard quasiuniform assumptions on finite element partition. A numerical example is given to show the performance of the introduced scheme. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 222‐238, 2014     

Goal achieving probabilities of cone‐constrained mean‐variance portfolios

In this paper, we establish closed‐form formulas for key probabilistic properties of the cone‐constrained optimal mean‐variance strategy, in a continuous market model driven by a multidimensional Brownian motion and deterministic coefficients. In particular, we compute the probability to obtain to a point, during the investment horizon, where the accumulated wealth is large enough to be fully reinvested in the money market, and safely grow there to meet the investor's financial goal at terminal time. We conclude that the result of Li and Zhou [Ann. Appl. Prob., v.16, pp.1751–1763, (2006)] in the unconstrained case carries over when conic constraints are present: the former probability is lower bounded by 80% no matter the market coefficients, trading constraints, and investment goal. We also compute the expected terminal wealth given that the investor's goal is underachieved, for both the mean‐variance strategy and the aforementioned hybrid strategy where transfer to the money market occurs if it allows to safely achieve the goal. The former probabilities and expectations are also provided in the case where all risky assets held are liquidated if financial distress is encountered. These results provide investors with novel practical tools to support portfolio decision‐making and analysis. Copyright © 2013 John Wiley & Sons, Ltd.     

Group‐divisible designs with block size k having k + 1 groups,for k = 4, 5

We investigate the spectrum for k‐GDDs having k + 1 groups, where k = 4 or 5. We take advantage of new constructions introduced by R. S. Rees (Two new direct product‐type constructions for resolvable group‐divisible designs, J Combin Designs, 1 (1993), 15–26) to construct many new designs. For example, we show that a resolvable 4‐GDD of type g⁵ exists if and only if g ≡ 0 mod 12 and that a resolvable 5‐GDD of type g⁶ exists if and only if g ≡ 0 mod 20. We also show that a 4‐GDD of type g⁴m¹ exists (with m > 0) if and only if g ≡ m ≡ 0 mod 3 and 0 < m ≤ 3g/2, except possibly when (g,m) = (9,3) or (18,6), and that a 5‐GDD of type g⁵m¹ exists (with m > 0) if and only if g ≡ m ≡ 0 mod 4 and 0 < m ≤ 4g/3, with 32 possible exceptions. © 2000 John Wiley & Sons, Inc. J Combin Designs 8: 363–386, 2000