The Sine-Gordon regime of the Landau–Lifshitz equation with a strong easy-plane anisotropy

It is well-known that the dynamics of biaxial ferromagnets with a strong easy-plane anisotropy is essentially governed by the Sine-Gordon equation. In this paper, we provide a rigorous justification to this observation. More precisely, we show the convergence of the solutions to the Landau–Lifshitz equation for biaxial ferromagnets towards the solutions to the Sine-Gordon equation in the regime of a strong easy-plane anisotropy. Moreover, we establish the sharpness of our convergence result.This result holds for solutions to the Landau–Lifshitz equation in high order Sobolev spaces. We first provide an alternative proof for local well-posedness in this setting by introducing high order energy quantities with better symmetrization properties. We then derive the convergence from the consistency of the Landau–Lifshitz equation with the Sine-Gordon equation by using well-tailored energy estimates. As a by-product, we also obtain a further derivation of the free wave regime of the Landau–Lifshitz equation.     

Group activity selection problem with approval preferences

We consider a setting where one has to organize one or several group activities for a set of agents. Each agent will participate in at most one activity, and her preferences over activities depend on the number of participants in the activity. The goal is to assign agents to activities based on their preferences in a way that is socially optimal and/or stable. We put forward a general model for this setting, which is a natural generalization of anonymous hedonic games. We then focus on a special case of our model where agents’ preferences are binary, i.e., each agent classifies all pairs of the form ‘(activity, group size)’ into ones that are acceptable and ones that are not. We formulate several solution concepts for this scenario, and study them from the computational point of view, providing hardness results for the general case as well as efficient algorithms for settings where agents’ preferences satisfy certain natural constraints.     

基于Copula的供应链金融质物组合价格风险测度研究

本文选取白银、铝和铜三种供应链金融质物作为研究对象,在分析三种质物收益率统计特征的基础上,引入Copula模型刻画供应链金融业务中质物收益率的“尖峰厚尾”特征以及质物收益率之间的非线性相关结构;采用Monte Carlo模拟方法测度考虑到极端情况下的质物组合价格风险值CVaR;利用时间平方根法则测度长周期视角下质物组合的价格风险。将CVaR与VaR测度结果进行对比,比较分析短期价格风险与长期价格风险,将Copula模型与传统风险测度方法下计算出的风险值进行对比,以期选取最优测度供应链金融质物组合长期价格风险模型。研究结果表明:从单一质物价格波动特征来看,三种单一质物的收益率均存在非正态分布和“尖峰厚尾”特征,具有一般金融资产收益率分布的特点。从模型的有效性来看,第一,CVaR比VaR能够更好地、全面地测度供应链金融质物组合的价格风险;第二,基于Copula模型的风险测度结果比传统集成风险测度结果的准确性高;第三,平方欧式距离法结果表明在五种Copula模型中,t-Copula是最优刻画供应链金融质物组合收益率间的相依关系的模型。从长短期风险测度结果来看,随着风险期限的增加,质物组合的价格风险值随之增大,以往研究中用短期风险测度往往会低估商业银行所面临的价格风险,不利于商业银行资金信贷的优化配置。得到的结论对我国商业银行开展供应链金融业务防范价格风险提供了量化支持。     

Second-Order Optimality and Beyond: Characterization and Evaluation Complexity in Convexly Constrained Nonlinear Optimization

High-order optimality conditions for convexly constrained nonlinear optimization problems are analysed. A corresponding (expensive) measure of criticality for arbitrary order is proposed and extended to define high-order \(\epsilon \)-approximate critical points. This new measure is then used within a conceptual trust-region algorithm to show that if derivatives of the objective function up to order \(q \ge 1\) can be evaluated and are Lipschitz continuous, then this algorithm applied to the convexly constrained problem needs at most \(O(\epsilon ^{-(q+1)})\) evaluations of f and its derivatives to compute an \(\epsilon \)-approximate qth-order critical point. This provides the first evaluation complexity result for critical points of arbitrary order in nonlinear optimization. An example is discussed, showing that the obtained evaluation complexity bounds are essentially sharp.     

Convergence to equilibrium for a time semi-discrete damped wave equation

We prove that the solution of the backward Euler scheme applied to a damped wave equation with analytic nonlinearity converges to a stationary solution as time goes to infinity. The proof is based on the {\L}ojasiewciz-Simon inequality. It is much simpler than in the continuous case, thanks to the dissipativity of the scheme. The framework includes the modified Allen-Cahn equation and the sine-Gordon equation.     

Monge–Ampère equations in big cohomology classes

We define non-pluripolar products of an arbitrary number of closed positive (1, 1)-currents on a compact Kähler manifold X. Given a big (1, 1)-cohomology class α on X (i.e. a class that can be represented by a strictly positive current) and a positive measure μ on X of total mass equal to the volume of α and putting no mass on pluripolar sets, we show that μ can be written in a unique way as the top-degree self-intersection in the non-pluripolar sense of a closed positive current in α. We then extend Kolodziedj’s approach to sup-norm estimates to show that the solution has minimal singularities in the sense of Demailly if μ has L ^1+ε -density with respect to Lebesgue measure. If μ is smooth and positive everywhere, we prove that T is smooth on the ample locus of α provided α is nef. Using a fixed point theorem, we finally explain how to construct singular Kähler–Einstein volume forms with minimal singularities on varieties of general type.     

A hybrid rank-based evolutionary algorithm applied to multi-mode resource-constrained project scheduling problem

We consider the multi-mode resource-constrained project scheduling problem (MRCPSP), where a task has different execution modes characterized by different resource requirements. Due to the nonrenewable resources and the multiple modes, this problem is NP-hard; therefore, we implement an evolutionary algorithm looking for a feasible solution minimizing the makespan.     

ACUTA: A novel method for eliciting additive value functions on the basis of holistic preference statements

In multiple criteria decision aiding, it is common to use methods that are capable of automatically extracting a decision or evaluation model from partial information provided by the decision maker about a preference structure. In general, there is more than one possible model, leading to an indetermination which is dealt with sometimes arbitrarily in existing methods. This paper aims at filling this theoretical gap: we present a novel method, based on the computation of the analytic center of a polyhedron, for the selection of additive value functions that are compatible with holistic assessments of preferences. We demonstrate the most important characteristics of this technique with an experimental and comparative study of several existing methods belonging to the UTA family.     

A Lax equivalence theorem for stochastic differential equations

In this paper, a stochastic mean square version of Lax’s equivalence theorem for Hilbert space valued stochastic differential equations with additive and multiplicative noise is proved. Definitions for consistency, stability, and convergence in mean square of an approximation of a stochastic differential equation are given and it is shown that these notions imply similar results as those known for approximations of deterministic partial differential equations. Examples show that the assumptions made are met by standard approximations.     

Time-indexed formulations for scheduling chains on a single machine: An application to airborne radars

Airborne radars are widely used to perform a large variety of tasks in an aircraft (searching, tracking, identifying targets, etc.) Such tasks play a crucial role for the aircraft and they are repeated in a “more or less” cyclic fashion. This defines a scheduling problem that impacts a lot on the quality of the radar output and on the overall safety of the aircraft.