Stochastic control and compatible subsets of constraints

Given a stochastic differential control system and a closed set K in Rn, we study the that, with probability one, the associated solution of the control system remains for ever in the set K. This set is called the viability kernel of K. If N is equal to the whole set K, K is said to be viable. We prove that, in the general case, the viability kernel itself is viable and we characterize it through some partial differential equations. We prove that, under suitable assumptions, also the boundary of N is viable. As an application, we give a new characterization of the value function of some optimal control problem.     

On translation planes of orderq 2 that admit a group of orderq 2 (q−1); bartolone's theorem

This article is concerned with translation planesP of orderq ² and kernelK isomorphic toG F(q). IfP admits a collineation groupG in the linear translation. complement and the order ofG K/K isq ²(q?1) then it is shown thatP is either a semifield plane or is a Lüneburg-Tits, Walker or Betten plane. This generalizes earlier work of Bartolone.     

Project selection with discounted returns and multiple constraints

This paper considers the problem of selecting a subset of N projects subject to multiple resource constraints. The objective is to maximize the net present value of the total return, where the return from each project depends on its completion time and the previously implemented projects. It is observed that the optimal order (sequence) of projects does not depend on the particular subset of selected projects and hence the overall problem reduces to a multiconstraint nonlinear integer (0–1) problem. This problem can be solved optimally in pseudo-polynomial time using a dynamic programming method but the method is impractical except when the number of constraints, K, is very small. We therefore propose two heuristic methods which require O(N³K) and O(N⁴K) computations, respectively, and evaluate them computationally on 640 problems with up to 100 projects and up to 8 constraints. The results show that the best heuristic is on the average within 0.08% of the optimum for the single-constraint case and within 2.61% of the optimum for the multiconstraint case.     

Neighbourhoods of transitive graphs and GRR's

Let X be a vertex-transitive graph with complement $\text{X}$. We show that if both N, the neighbourhood of a vertex in X, and $\text{N}$, the neighbourhood of a vertex in $\text{X}$, are disconnected, then either X is isomorphic to K₃ × K₃ or both N and $\text{N}$ contain isolated vertices. We characterize the graphs which satisfy this last condition and show in consequence that they admit automorphisms of the form (12)(34). It follows that if X is a GRR for some graph G then at least one of N and $\text{N}$ is connected. (X is said to be a graphical regular representation, or GRR, for G if its automorphism group is isomorphic to G and acts regularly on its vertices.) Using this result we determine those groups generated by their involutions which do not have a GRR. The largest such group has order 18. As a corollary we conclude that all non-abelian simple groups have GRR's.     

Strong stability of a scheme on locally uniform meshes for a singularly perturbed ordinary differential convection-diffusion equation

The Dirichlet problem for a singularly perturbed ordinary differential convection-diffusion equation with a small parameter ? (? ?? (0, 1]) multiplying the higher order derivative is considered. For the problem, a difference scheme on locally uniform meshes is constructed that converges in the maximum norm conditionally, i.e., depending on the relation between the parameter ? and the value N defining the number of nodes in the mesh used; in particular, the scheme converges almost ?-uniformly (i.e., its accuracy depends weakly on ?). The stability of the scheme with respect to perturbations in the data and its conditioning are analyzed. The scheme is constructed using classical monotone approximations of the boundary value problem on a priori adapted grids, which are uniform on subdomains where the solution is improved. The boundaries of these subdomains are determined by a majorant of the singular component of the discrete solution. On locally uniform meshes, the difference scheme converges at a rate of O(min[?^?1 N ^?K lnN, 1] + N ^?1lnN), where K is a prescribed number of iterations for refining the discrete solution. The scheme converges almost ?-uniformly at a rate of O(N ^?1lnN) if N ^?1 ?? ?^??, where ?? (the defect of ?-uniform convergence) determines the required number K of iterations (K = K(??) ?? ??^?1) and can be chosen arbitrarily small from the half-open interval (0, 1]. The condition number of the difference scheme satisfies the bound ?? _P = O(?^?1/K ln^1/K ?^?1??^{?(K + 1)/K} ), where ?? is the accuracy of the solution of the scheme in the maximum norm in the absence of perturbations. For sufficiently large K, the scheme is almost ?-uniformly strongly stable.     

Schmidt's game, badly approximable matrices and fractals

We prove that for every M,N∈N, if τ is a Borel, finite, absolutely friendly measure supported on a compact subset K of RMN, then K∩BA(M,N) is a winning set in Schmidt's game sense played on K, where BA(M,N) is the set of badly approximable M×N matrices. As an immediate consequence we have the following application. If K is the attractor of an irreducible finite family of contracting similarity maps of RMN satisfying the open set condition (the Cantor's ternary set, Koch's curve and Sierpinski's gasket to name a few known examples), then

dimK=dimK∩BA(M,N).     

Bruck nets with a transitive direction

We start the systematic investigation of the geometric properties and the collineation groups of Bruck nets N with a transitive direction (i.e. with a group G of central translations acting transitively on each line of a given parallel class P). After reviewing some basic properties of such nets (in particular, their connection to difference matrices), we shall consider the problem of what can be said if either N or G admits an interesting extension. Specifically, we shall handle the following four situations: (1) there is a second transitive direction; (2) N is a translation net (w.l.o.g. with translation group K containing G); (3) the dual of NP is a translation transversal design (w.l.o.g. with translation group K containing G); (4) N admits a transversal (and can then in fact be extended by adding a further parallel class). Our study of these problems will yield interesting generalizations of known concepts (e.g. that of a fixed-point-free group automorphism) and results (for affine and projective planes). We shall also see that a wide variety of seemingly unrelated results and constructions scattered in the literature are in fact closely related and should be viewed as part of a unified whole.To Helmut Salzmann on the occasion of his 60th birthdayThe results of this paper will form part of the first author's doctoral dissertation which is being written under the supervision of the second author.     

Localization and tensorization properties of the curvature-dimension condition for metric measure spaces

This paper is devoted to the analysis of metric measure spaces satisfying locally the curvature-dimension condition CD(K,N) introduced by the second author and also studied by Lott & Villani. We prove that the local version of CD(K,N) is equivalent to a global condition CD^∗(K,N), slightly weaker than the (usual, global) curvature-dimension condition. This so-called reduced curvature-dimension condition CD^∗(K,N) has the local-to-global property. We also prove the tensorization property for CD^∗(K,N). As an application we conclude that the fundamental group π₁(M,x₀) of a metric measure space (M,d,m) is finite whenever it satisfies locally the curvature-dimension condition CD(K,N) with positive K and finite N.     

Covering systems in number fields

M. Filaseta, K. Ford, S. Konyagin, C. Pomerance and G. Yu proved that if the reciprocal sum of the moduli of a covering system is bounded, then the least modulus is also bounded, which confirms a conjecture of P. Erd?s and J.L. Selfridge. They also showed that, for K>1, the complement in Z of any union of residue classes with distinct n∈(N,KN] has density at least dK for N sufficiently large, which implies a conjecture of P. Erd?s and R.L. Graham. In this paper, we extend these results to covering systems of the ring of integers of an arbitrary number field F/Q.     

Mono-multi bipartite Ramsey numbers, designs, and matrices

Eroh and Oellermann defined BRR(G₁,G₂) as the smallest N such that any edge coloring of the complete bipartite graph K_N,N contains either a monochromatic G₁ or a multicolored G₂. We restate the problem of determining BRR(K_1,λ,K_r,s) in matrix form and prove estimates and exact values for several choices of the parameters. Our general bound uses Füredi's result on fractional matchings of uniform hypergraphs and we show that it is sharp if certain block designs exist. We obtain two sharp results for the case r=s=2: we prove BRR(K_1,λ,K_2,2)=3λ-2 and that the smallest n for which any edge coloring of K_λ,n contains either a monochromatic K_1,λ or a multicolored K_2,2 is λ².     

Contractions with rank one defect operators and truncated CMV matrices

The main issue we address in the present paper are the new models for completely nonunitary contractions with rank one defect operators acting on some Hilbert space of dimension N?∞. These models complement nicely the well-known models of Livšic and Sz.-Nagy-Foias. We show that each such operator acting on some finite-dimensional (respectively, separable infinite-dimensional Hilbert space) is unitarily equivalent to some finite (respectively semi-infinite) truncated CMV matrix obtained from the “full” CMV matrix by deleting the first row and the first column, and acting in CN (respectively ?²(N)). This result can be viewed as a nonunitary version of the famous characterization of unitary operators with a simple spectrum due to Cantero, Moral and Velázquez, as well as an analog for contraction operators of the result from [Yu. Arlinski?, E. Tsekanovski?, Non-self-adjoint Jacobi matrices with a rank-one imaginary part, J. Funct. Anal. 241 (2006) 383-438] concerning dissipative non-self-adjoint operators with a rank one imaginary part. It is shown that another functional model for contractions with rank one defect operators takes the form of the compression f(ζ)→PK(ζf(ζ)) on the Hilbert space L²(T,dμ) with a probability measure μ onto the subspace K=L²(T,dμ)?C. The relationship between characteristic functions of sub-matrices of the truncated CMV matrix with rank one defect operators and the corresponding Schur iterates is established. We develop direct and inverse spectral analysis for finite and semi-infinite truncated CMV matrices. In particular, we study the problem of reconstruction of such matrices from their spectrum or the mixed spectral data involving Schur parameters. It is pointed out that if the mixed spectral data contains zero eigenvalue, then no solution, unique solution or infinitely many solutions may occur in the inverse problem for truncated CMV matrices. The uniqueness theorem for recovered truncated CMV matrix from the given mixed spectral data is established. In this part the paper is closely related to the results of Hochstadt and Gesztesy-Simon obtained for finite self-adjoint Jacobi matrices.     

Rational structure on algebraic tangles and closed incompressible surfaces in the complements of algebraically alternating knots and links

Let F be an incompressible, meridionally incompressible and not boundary-parallel surface with boundary in the complement of an algebraic tangle (B,T). Then F separates the strings of T in B and the boundary slope of F is uniquely determined by (B,T) and hence we can define the slope of the algebraic tangle. In addition to the Conway's tangle sum, we define a natural product of two tangles. The slopes and binary operation on algebraic tangles lead to an algebraic structure which is isomorphic to the rational numbers.We introduce a new knot and link class, algebraically alternating knots and links, roughly speaking which are constructed from alternating knots and links by replacing some crossings with algebraic tangles. We give a necessary and sufficient condition for a closed surface to be incompressible and meridionally incompressible in the complement of an algebraically alternating knot or link K. In particular we show that if K is a knot, then the complement of K does not contain such a surface.     

The use of solutions on embedded grids for the approximation of singularly perturbed parabolic convection-diffusion equations on adapted grids

The Dirichlet problem on a closed interval for a parabolic convection-diffusion equation is considered. The higher order derivative is multiplied by a parameter ? taking arbitrary values in the semi-open interval (0, 1]. For the boundary value problem, a finite difference scheme on a posteriori adapted grids is constructed. The classical approximations of the equation on uniform grids in the main domain are used; in some subdomains, these grids are subjected to refinement to improve the grid solution. The subdomains in which the grid should be refined are determined using the difference of the grid solutions of intermediate problems solved on embedded grids. Special schemes on a posteriori piecewise uniform grids are constructed that make it possible to obtain approximate solutions that converge almost ?-uniformly, i.e., with an error that weakly depends on the parameter ?: |u(x, t) ? z(x, t)| ≤ M[N ₁ ^?1 ln² N ₁ + N ₀ ^?1 lnN ₀ + ?^?1 N ₁ ^?K ln ^K?1 N ₁], (x, t) ε ? _h , where N ₁ + 1 and N ₀ + 1 are the numbers of grid points in x and t, respectively; K is the number of refinement iterations (with respect to x) in the adapted grid; and M = M(K). Outside the σ-neighborhood of the outflow part of the boundary (in a neighborhood of the boundary layer), the scheme converges ?-uniformly at a rate O(N ₁ ^?1 ln² N ₁ + N ₀ ^?1 lnN ₀), where σ ≤ MN ₁ ^{?K + 1} ln ^K?1 N ₁ for K ≥ 2.     

Optimal manufacturer’s replenishment policies in the EPQ model under two levels of trade credit policy

In 2007, Huang proposed the optimal retailer’s replenishment decisions in the EPQ model under two levels of trade credit policy, in which the supplier offers the retailer a permissible delay period M, and the retailer in turn provides its customer a permissible delay period N (with N < M). In this paper, we extend his EPQ model to complement the shortcoming of his model. In addition, we relax the dispensable assumptions of N < M and others. We then establish an appropriate EPQ model to the problem, and develop the proper theoretical results to obtain the optimal solution. Finally, a numerical example is used to illustrate the proposed model and its optimal solution.     

Cyclic isogenies and nonstandard arithmetic

For a prime N we denote by X₀(N)(K) the set of K-rational points on the modul curve of elliptic curves with isogenies of degree N. We formulate arithmetical axioms for number fields K that imply finiteness properties of X₀(N)(K). To prove the results we use the nonstandard version of the Siegel-Mahler theorem (A. Robinson and P. Roquette, J. Number Theory7 (1975), 121–176) and the nonstandard interpretation of a sum formula derived from the local heights on elliptic curves.     

Duality of Heights Over Quaternion Algebras

Given a number field K, it is well-known that the height of a subspace in K^N and of its orthogonal complement coincide. We prove the analogous fact when K is replaced by a positive definite rational quaternion algebra with respect to the heights recently introduced by the first author. Since quaternion algebras are non-commutative, we cannot just follow the classical proof but have to work with localizations and certain finite rings.     

Duality of Heights Over Quaternion Algebras

Given a number field K, it is well-known that the height of a subspace in K^N and of its orthogonal complement coincide. We prove the analogous fact when K is replaced by a positive definite rational quaternion algebra with respect to the heights recently introduced by the first author. Since quaternion algebras are non-commutative, we cannot just follow the classical proof but have to work with localizations and certain finite rings.     

Rank and biclique partitions of the complement of paths

The problem was posed of determining the biclique partition number of the complement of a Hamiltonian path (Monson, Rees, and Pullman, Bull. Inst. Combinatorics and Appl. 14 (1995), 17–86). We define the complement of a path P, denoted P , as the complement of P in K_m,n where P is a subgraph of K_m,n for some m and n. We give an exact formula for the biclique partition number of the complement of a path. In particular, we solve the problem posed in [9]. We also summarize our more general results on biclique partitions of the complement of forests. © 1998 John Wiley & Sons, Inc. J Graph Theory 27: 111–122, 1998     

On the complexity of testing membership in the core of min-cost spanning tree games

LetN = {1,...,n} be a finite set of players andK _N the complete graph on the node setN∪{0}. Assume that the edges ofK _N have nonnegative weights and associate with each coalitionS∪N of players as costc(S) the weight of a minimal spanning tree on the node setS∪{0}. Using transformation from EXACT COVER BY 3-SETS, we exhibit the following problem to beNP-complete. Given the vectorxε?^itN withx(N) =c(N). decide whether there exists a coalitionS such thatx(S) >c(S).     

Large deviations and linear statistics for potential theoretic ensembles associated with regular closed sets

A two-dimensional statistical model of N charged particles interacting via logarithmic repulsion in the presence of an oppositely charged regular closed region K whose charge density is determined by its equilibrium potential at an inverse temperature β is investigated. When the charge on the region, s, is greater than N, the particles accumulate in a neighborhood of the boundary of K, and form a point process in the complex plane. We describe the weak* limits of the joint intensities of this point process and show that it is exponentially likely to find the process in a neighborhood of the equilibrium measure for K.