A new approach to center conditions for simple analytic monodromic singularities

In this paper we present an alternative algorithm for computing Poincaré-Lyapunov constants of simple monodromic singularities of planar analytic vector fields based on the concept of inverse integrating factor. Simple monodromic singular points are those for which after performing the first (generalized) polar blow-up, there appear no singular points. In other words, the associated Poincaré return map is analytic. An improvement of the method determines a priori the minimum number of Poincaré-Lyapunov constants which must cancel to ensure that the monodromic singularity is in fact a center when the explicit Laurent series of an inverse integrating factor is known in (generalized) polar coordinates. Several examples show the usefulness of the method.     

Zigzag inequalities: a new class of facet-inducing inequalities for Arc Routing Problems

In this paper we introduce a new class of facet-inducing inequalities for the Windy Rural Postman Problem and the Windy General Routing Problem. These inequalities are called Zigzag inequalities because they cut off fractional solutions containing a zigzag associated with variables with 0.5 value. Two different types of inequalities, the Odd Zigzag and the Even Zigzag inequalities, are presented. Finally, their application to other known Arc Routing Problems is discussed.     

Persistent Monitoring by Multiple Unmanned Aerial Vehicles Using Bernstein Polynomials

Journal of Optimization Theory and Applications - A framework for monitoring a target modeled as Dubins car using multiple UAVs is proposed. The UAVs are subject to minimum and maximum speed,...     

On the Number of Face-Connected Components of Morton-Type Space-Filling Curves

Foundations of Computational Mathematics - The Morton- or z-curve is one example for a space-filling curve: Given a level of refinement $$L in mathbb {N}_0$$ , it maps the interval $$[0, 2^{dL})...     

Co-monotone allocations,Bickel-Lehmann dispersion and the Arrow-Pratt measure of risk aversion

For every integrable allocation (X ₁,X ₂, ...,X _n ) of a random endowmentY= _i ^=1/n X _i amongn agents, there is another allocation (X ₁*,X ₂*, ...,X _n *) such that for every 1in,X _i * is a nondecreasing function ofY (or, (X ₁*,X ₂*, ...,X _n *) areco-monotone) andX _i * dominatesX _i by Second Degree Dominance.If (X ₁*,X ₂*, ...,X _n *) is a co-monotone allocation ofY= _i ^=1/n X _i *, then for every 1in, Y is more dispersed thanX _i * in the sense of the Bickel and Lehmann stochastic order.To illustrate the potential use of this concept in economics, consider insurance markets. It follows that unless the uninsured position is Bickel and Lehmann more dispersed than the insured position, the existing contract can be improved so as to raise the expected utility of both parties, regardless of their (concave) utility functions.     

Sampling in Paley-Wiener spaces on combinatorial graphs

A notion of Paley-Wiener spaces on combinatorial graphs is introduced. It is shown that functions from some of these spaces are uniquely determined by their values on some sets of vertices which are called the uniqueness sets. Such uniqueness sets are described in terms of Poincare-Wirtinger-type inequalities. A reconstruction algorithm of Paley-Wiener functions from uniqueness sets which uses the idea of frames in Hilbert spaces is developed. Special consideration is given to the -dimensional lattice, homogeneous trees, and eigenvalue and eigenfunction problems on finite graphs.

     

Coboundaries of irreducible markov operators onC(K)

LetK be a compact Hausdorff space, and letT be an irreducible Markov operator onC(K). We show that ifgεC(K) satisfies sup _N ‖Σ _j ^=0N T ^j g‖<∞, then (and only then) there existsfεC(K) with (I − T)f=g. Generalizing the result to irreducible Markov operator representations of certain semi-groups, we obtain that bounded cocycles are (continuous) coboundaries. For minimal semi-group actions inC(K), no restriction on the semi-group is needed.     

Continue,quit, restart probability model

We discuss a new applied probability model: there is a system whose evolution is described by a Markov chain (MC) with known transition matrix on a discrete state space and at each moment of a discrete time a decision maker can apply one of three possible actions: continue, quit, and restart MC in one of a finite number of fixed “restarting” points. Such a model is a generalization of a model due to Katehakis and Veinott (Math. Oper. Res. 12:262, 1987), where a restart to a unique point was allowed without any fee and quit action was absent. Both models are related to Gittins index and to another index defined in a Whittle family of stopping retirement problems. We propose a transparent recursive finite algorithm to solve our model by performing O(n³) operations.     

System Dynamics Modelling for Residential Energy Efficiency Analysis and Management

A System Dynamics model to simulate the substitution of installed household appliances by more efficient ones is presented. The model allows the construction of scenarios and also the analyses of several other issues such as: alternatives for technology penetration, electricity consumption growth, gas consumption growth and effects of pricing policies on various energy demands. The proposed methodology has been applied to assist the decision process in relation to gas penetration policies. The model also supports policy making on energy efficiency and it allows the calculation of total energy savings under different scenarios. Furthermore, government underpricing policies on tariffs and appliance acquisition (longer loan terms, lower interest rates and grace periods) may also be analysed.