Global attraction to solitary waves for Klein–Gordon equation with mean field interaction

We consider a U(1)$\mathbf{U}(1)$-invariant nonlinear Klein–Gordon equation in dimension n?1$n?1$, self-interacting via the mean field mechanism. We analyze the long-time asymptotics of finite energy solutions and prove that, under certain generic assumptions, each solution converges as t→±∞$t\to \pm \infty$ to the two-dimensional set of all “nonlinear eigenfunctions” of the form ?(x)e−iωt$?(x)e^{-i\omega t}$. This global attraction is caused by the nonlinear energy transfer from lower harmonics to the continuous spectrum and subsequent dispersive radiation.     

Multi-objective evacuation routing in transportation networks

In this paper, the optimal design and analysis of evacuation routes in transportation networks is examined. An methodology for optimal egress route assignment is suggested. An integer programming (IP) formulation for optimal route assignment is presented, which utilizes M/G/c/c state dependent queueing models to cope with congestion and time delays on road links. M/G/c/c simulation software is used to evaluate performance measures of the evacuation plan: clearance time, total travelled distance and blocking probabilities. Extensive experimental results are included.     

Restricted Dumont permutations, Dyck paths, and noncrossing partitions

We complete the enumeration of Dumont permutations of the second kind avoiding a pattern of length 4 which is itself a Dumont permutation of the second kind. We also consider some combinatorial statistics on Dumont permutations avoiding certain patterns of length 3 and 4 and give a natural bijection between 3142-avoiding Dumont permutations of the second kind and noncrossing partitions that uses cycle decomposition, as well as bijections between 132-, 231- and 321-avoiding Dumont permutations and Dyck paths. Finally, we enumerate Dumont permutations of the first kind simultaneously avoiding certain pairs of 4-letter patterns and another pattern of arbitrary length.     

Generalizations of the Finite Element Method

This paper is concerned with the generalization of the finite element method via the use of non-polynomial enrichment functions. Several methods employ this general approach, e.g. the extended finite element method and the generalized finite element method. We review these approaches and interpret them in the more general framework of the partition of unity method. Here we focus on fundamental construction principles, approximation properties and stability of the respective numerical method. To this end, we consider meshbased and meshfree generalizations of the finite element method and the use of smooth, discontinuous, singular and numerical enrichment functions.     

Deformations and transversality of pseudo-holomorphic discs

We prove analogs of Thom’s transversality theorem and Whitney’s theorem on immersions for pseudo-holomorphic discs. We also prove that pseudoholomorphic discs form a Banach manifold.     

Bivariant Chern character and longitudinal index

In this paper we consider a family of Dirac-type operators on fibration P→B equivariant with respect to an action of an étale groupoid. Such a family defines an element in the bivariant K theory. We compute the action of the bivariant Chern character of this element on the image of Connes' map Φ in the cyclic cohomology. A particular case of this result is Connes' index theorem for étale groupoids [A. Connes, Noncommutative Geometry, Academic Press, 1994] in the case of fibrations.     

Centers of Convex Subsets of Buildings

We prove that two-dimensional convex subsets of spherical buildings are either buildings or have a center.     

Optimal Security Liquidation Algorithms

This paper develops trading strategies for liquidation of a financial security, which maximize the expected return. The problem is formulated as a stochastic programming problem that utilizes the scenario representation of possible returns. Two cases are considered, a case with no constraint on risk and a case when the risk of losses associated with trading strategy is constrained by Conditional Value-at-Risk (CVaR) measure. In the first case, two algorithms are proposed; one is based on linear programming techniques, and the other uses dynamic programming to solve the formulated stochastic program. The third proposed algorithm is obtained by adding the risk constraints to the linear program. The algorithms provide path-dependent strategies, i.e., the fraction of security sold depends upon price sample-path of the security up to the current moment. The performance of the considered approaches is tested using a set of historical sample-paths of prices.