Runge–Kutta Methods for Itô Stochastic Differential Equations with Scalar Noise

A general class of stochastic Runge–Kutta methods for Itô stochastic differential equation systems w.r.t. a one-dimensional Wiener process is introduced. The colored rooted tree analysis is applied to derive conditions for the coefficients of the stochastic Runge–Kutta method assuring convergence in the weak sense with a prescribed order. Some coefficients for new stochastic Runge–Kutta schemes of order two are calculated explicitly and a simulation study reveals their good performance.     

Minimum boundary touching tilings of polyominoes

We study the problem of tiling a polyomino P with as few squares as possible such that every square in the tiling has a non‐empty intersection with the boundary of P . Our main result is an algorithm which given a simply connected polyomino P computes such a tiling of P . We indicate how one can improve the running time of this algorithm for the more restricted row‐column‐convex polyominoes. Finally we show that a related decision problem is in NP for rectangular polyominoes. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Energy inconsistency of Galerkin approximationsfor plane Couette flow

For classical solutions of the incompressible Navier-Stokes equations (NSE) the energybalance between kinetic energy, work done by external forces, and viscous dissipation holds rigorously true. It is shown in this paper that standard Galerkin approximations violate energy balance in the case of plane Couette flow, whereas Poiseuille flow turns out to be energy consistent at any cutoff. The main reason for this discrepancy is seen in the different boundary conditions between the stationary linear shear flow and its disturbances. In our analysis, essentially, we introduce an auxiliary external force field which enforces the finite dimensional Galerkin approximation to fulfil the NSE. It is exemplarily demonstrated how the energy discrepancy decreases when the number of disturbed modes is increased which couple to the stationary shear flow.     

Creation of entangled states of excitons in coupled quantum dots

We present two methods for the creation of two-particle entangled states of excitons in a coupled quantum dot system. The system contains two identical quantum dots that are coupled by an inter-dot hopping process. The manipulation of the system is succeeded by proper application of an external laser field.     

The apollonius problem in flat laguerre planes

The number of circles of a flat Laguerre plane touching three given circles or points depends only on the given geometric configuration but not on the Laguerre plane.Dedicated to Prof. J. Joussen on his 60^th birthday     

The course scheduling problem at Lufthansa Technical Training

Lufthansa Technical Training GmbH (LTT) performs training courses for Lufthansa Technik AG as well as for several other international airlines. Courses of about 670 different types are offered of which several hundred take place each year. The course scheduling problem faced by LTT is to construct a yearly schedule which maximizes the profit margin incurred while meeting a variety of complex precedence, temporal, and resource-related constraints. A “good” operational schedule should also meet a number of additional subordinate objectives. We formalize the problem and develop a heuristic scheme along with several priority rules, as well as a local search algorithm to determine well-suited weights for weighted composite rules. The operational planning situation of 1996 served as our major test instance; additional test instances were constructed by modifying this data. Several computational experiments were carried out to evaluate the performance of the algorithms. It turned out that the best so-found schedule is substantially better in terms of the profit margin incurred than the solution manually constructed by LTT.     

Phase transitions and positive definite couplings

The method of infrared bounds is extended to a large class of nearest neighbour interactions in classical spin systems. Temperature controlled bounds on fluctuations follow whenever the coupling function is a positive definite kernel. Existence of phase transitions is demonstrated for the RP ^Nmodel for d3.     

An instanton-invariant for 3-manifolds

To an oriented closed 3-dimensional manifoldM withH ₁(M, )=0, we assign a ₈-graded homology groupI _*(M) whose Euler characteristic is twice Casson's invariant. The definition uses a construction on the space of instantons onM×.