Isolated singularities of polyharmonic inequalities

We study nonnegative classical solutions u of the polyharmonic inequality

     

Weighted Estimations from a Conjugate Operator

In this Letter we develop a general procedure leading from a Mourre-type estimation for a given self-adjoint operator H to a Hardy-type weighted inequality. We use this method in order to prove exponential decay for eigenvectors of a large class of perturbations of operators of convolution with bounded analytic functions.     

Multivariate Hierarchical Copulas with Shocks

A transformation to obtain new multivariate hierarchical copulas, starting with an arbitrary copula, is introduced. In addition to the hierarchical structure, the presented construction principle explicitly supports singular components. These may be interpreted as the effect of local or global shocks to the underlying random variables. A large spectrum of dependence patterns can be achieved by the presented transformation, which seems promising for practical applications. Moreover, copulas arising from this construction are similarly admissible with respect to analytical tractability and sampling routines as the original copula. Finally, several well-known families of copulas may be interpreted as special cases.     

Vectorial penalization for generalized functional constrained problems

In this paper we use a double penalization procedure in order to reduce a set-valued optimization problem with functional constraints to an unconstrained one. The penalization results are given in several cases: for weak and strong solutions, in global and local settings, and considering two kinds of epigraphical mappings of the set-valued map that defines the constraints. Then necessary and sufficient conditions are obtained separately in terms of Bouligand derivatives of the objective and constraint mappings.     

A Graphical Goodness-of-Fit Test for Dependence Models in Higher Dimensions

This article introduces a graphical goodness-of-fit test for copulas in more than two dimensions. The test is based on pairs of variables and can thus be interpreted as a first-order approximation of the underlying dependence structure. The idea is to first transform pairs of data columns with the Rosenblatt transform to bivariate standard uniform distributions under the null hypothesis. This hypothesis can be graphically tested with a matrix of bivariate scatterplots, Q-Q plots, or other transformations. Furthermore, additional information can be encoded as background color, such as measures of association or (approximate) p-values of tests of independence. The proposed goodness-of-fit test is designed as a basic graphical tool for detecting deviations from a postulated, possibly high-dimensional, dependence model. Various examples are given and the methodology is applied to a financial dataset. An implementation is provided by the R package copula. Supplementary material for this article is available online, which provides the R package copula and reproduces all the graphical results of this article.     

Ground state solutions for the singular Lane-Emden-Fowler equation with sublinear convection term

We are concerned with singular elliptic equations of the form −Δu=p(x)(g(u)+f(u)+a|∇u|) in RN (N?3), where p is a positive weight and 0<a<1. Under the hypothesis that f is a nondecreasing function with sublinear growth and g is decreasing and unbounded around the origin, we establish the existence of a ground state solution vanishing at infinity. Our arguments rely essentially on the maximum principle.     

An exact method with variable fixing for solving the generalized assignment problem

We propose a simple exact algorithm for solving the generalized assignment problem. Our contribution is twofold: we reformulate the optimization problem into a sequence of decision problems, and we apply variable-fixing rules to solve these effectively. The decision problems are solved by a simple depth-first lagrangian branch-and-bound method, improved by our variable-fixing rules to prune the search tree. These rules rely on lagrangian reduced costs which we compute using an existing but little-known dynamic programming algorithm.     

Combined Routeing and Scheduling for the Transportation of Containerized Cargo

A tractor-trailer problem, with full load, from the class of combined routeing and scheduling problems is described. Distinctive features of the problem are: movements must be carried out within certain time windows; subsets of movements are linked in the sense that they must be executed in a certain order; and different priorities are attached to different movements. A new bidirectional sequential constructive heuristic is developed for the solution of this problem. The method constructs routes and schedules for the available tractor fleet. The algorithm attempts to minimize the total time for all the movements by minimizing the time taken up by unproductive movements (so-called deadhead) and waiting time between movements. Some practical aspects of the implementation of the approach are discussed.     

Convergence of Appell Polynomials of Long Range Dependent Moving Averages in Martingale Differences

We study limit distribution of partial sums S_N,k(t) = _{s = 1} ^{[N t]} A_k(X_s) of Appell polynomials of the long-range dependent moving average process X_t> = _{i t} b_{t - i i}, where {_i} is a strictly stationary and weakly dependent martingale difference sequence, and b_i i^{d - 1} (0 < d < 1/2). We show that if k(1-2 d)<1, then suitably normalized partial sums S_N,k(t) converge in distribution to the kth order Hermite process. This result generalizes the corresponding results of Surgailis, and Avram and Taqqu obtained in the case of the i.i.d. sequence { _i}.     

Singular solutions for second-order non-divergence type elliptic inequalities in punctured balls

We study the existence and non-existence of positive singular solutions of second-order non-divergence type elliptic inequalities of the form $\sum\limits_{i,j = 1}^N {a_{ij} (x)\frac{{\partial ^2 u}} {{\partial x_i \partial x_j }}} + \sum\limits_{i = 1}^N {b_i (x)\frac{{\partial u}} {{\partial x_i }} \geqslant K(x)u^p ,} - \infty < p - \infty , $ with measurable coefficients in a punctured ball B _R \{0} of ? ^N , N ≥ 1. We prove the existence of a critical value p* which separates the existence region from the non-existence region. We show that in the critical case p = p*, the existence of a singular solution depends on the rate at which the coefficients (a _{i j} ) and (b _i ) stabilize at zero, and we provide some optimal conditions in this setting.