Frequency modules and nonexistence of quasi-periodic solutions of nonlinear evolution equations

This paper gives lower estimates for the frequency modules of almost periodic solutions to equations of the form , where A generates a strongly continuous semigroup in a Banach space , F(t,x) is 2π-periodic in t and continuous in (t,x), and f is almost periodic. We show that the frequency module ℳ(u) of any almost periodic mild solution u of (*) and the frequency module ℳ(f) of f satisfy the estimate e ^{2π iℳ(f)}⊂e ^{2π iℳ(u)}. If F is independent of t, then the estimate can be improved: ℳ(f)⊂ℳ(u). Applications to the nonexistence of quasi-periodic solutions are also given.     

Uniqueness of weak solutions of the Navier-Stokes equations

Consider the Navier-Stokes equation with the initial data a ∈ L _σ ²(ℝ ^d ). Let u and v be two weak solutions with the same initial value a. If u satisfies the usual energy inequality and if ∇v ∈ L ²((0, T); (ℝ ^d ) ^d ) where (ℝ ^d ) is the multiplier space, then we have u = v.     

Scheduling reconstruction operations with modes of execution

Since the decline of the Cold War, the risk of major conflict between powerful, industrialized nations has decreased. Insecurities in the 21st century are more apt to arise from the debris of imploding states. Such situations may require intervention—military or otherwise—by concerned states. To meet this new operational challenge, nations must adapt their planning procedures to account for Security, Stabilization, Transition, and Reconstruction Operations (SSTRO). This paper develops a project scheduling framework for post-conflict reconstruction that schedules reconstruction activities to maximize the positive impact to the local economy during the initial phase of SSTRO. Specifically, this paper builds on the Multimode Resource Constrained Project Scheduling Problem with Generalized Precedence Relations (MM-RCPSP-GPR) using goal programming to maximize the reconstruction operations’ positive impact to local population's economic welfare. This MM-RCPSP-GPR variant is applied to a notional example to illustrate its potential use in post-conflict SSTRO. The basic framework can be extended to other settings.     

Spin Label Studies of the Hemoglobin–Membrane Interaction During Sickle Hemoglobin Polymerization

An enhanced hemoglobin–membrane association has been previously documented in sickle cell anemia. However, it is not known how this interaction is modified during the hemoglobin S polymerization process. In this work, we use a model of reconstituted erythrocytes from ghost membranes whose cytoskeleton proteins had been previously labeled with the 4-maleimido Tempo spin label, and that were subsequently resealed with hemoglobin S or A solutions. Using electron paramagnetic resonance spectroscopy, we studied the time dependence of the spectral W/S parameter, indicative of the conformational state of cytoskeleton proteins (mainly spectrin) under spontaneous deoxygenation, with the aim of detecting the eventual effects due to hemoglobin S polymerization. The differences observed in the temporal behavior of W/S in erythrocytes reconstituted with both hemoglobins were considered as experimental evidence of an increment in hemoglobin S–membrane interaction as a result of the polymerization process of hemoglobin S under spontaneous deoxygenation.     

Modular forms and effective Diophantine approximation

After the work of G. Frey, it is known that an appropriate bound for the Faltings height of elliptic curves in terms of the conductor (Frey?s height conjecture) would give a version of the ABC conjecture. In this paper we prove a partial result towards Frey?s height conjecture which applies to all elliptic curves over $\mathbb{Q}$, not only Frey curves. Our bound is completely effective and the technique is based in the theory of modular forms. As a consequence, we prove effective explicit bounds towards the ABC conjecture of similar strength to what can be obtained by linear forms in logarithms, without using the latter technique. The main application is a new effective proof of the finiteness of solutions to the S-unit equation (that is, S-integral points of ${\mathbb{P}}^1?\{0,1,\infty \}$), with a completely explicit and effective bound, without using any variant of Baker?s theory or the Thue–Bombieri method.     

Schauder estimates for higher-order parabolic systems with time irregular coefficients

We prove Schauder estimates for solutions to both divergence and non-divergence type higher-order parabolic systems in the whole space and a half space. We also provide an existence result for the divergence type systems in a cylindrical domain. All coefficients are assumed to be only measurable in the time variable and Hölder continuous in the spatial variables.     

Classical mean-variance model revisited: pseudo efficiency

Investigating the inverse problem of the classical Markowitz mean-variance formulation: Given a mean-variance pair, find initial investment levels and their corresponding portfolio policies such that the given mean-variance pair can be realized, we reveal that any mean-variance pair inside the reachable region can be achieved by multiple portfolio policies associated with different initial investment levels. Therefore, in the mean-variance world for a market of all risky assets, the common belief of monotonicity: ‘The larger you invest, the larger expected future wealth you can expect for a given risk (variance) level’ does not hold, which stimulates us to extend the classical two-objective mean-variance framework to an expanded three-objective framework: to maximize the mean and minimize the variance of the final wealth as well as to minimize the initial investment level. As a result, we eliminate from the policy candidate list the set of pseudo efficient policies that are efficient in the original mean-variance space, but inefficient in this newly introduced three-dimensional objective space.     

Formation of seasonal groups and application of seasonal indices

Estimating seasonal variations in demand is a challenging task faced by many organisations. There may be many stock-keeping units (SKUs) to forecast, but often data histories are short, with very few complete seasonal cycles. It has been suggested in the literature that group seasonal indices (GSI) methods should be used to take advantage of information on similar SKUs. This paper addresses two research questions: (1) how should groups be formed in order to use the GSI methods? and (2) when should the GSI methods and the individual seasonal indices (ISI) method be used? Theoretical results are presented, showing that seasonal grouping and forecasting may be unified, based on a Mean Square Error criterion, and K-means clustering. A heuristic K-means method is presented, which is competitive with the Average Linkage method. It offers a viable alternative to a company's own grouping method or may be used with confidence if a company lacks a grouping method. The paper gives empirical findings that confirm earlier theoretical results that greater accuracy may be obtained by employing a rule that assigns the GSI method to some SKUs and the ISI method to the remainder.