Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises

By combining the Kramers-Moyal expansion with fractional Brownian motion of order n, in a formal symbolic calculus, one can obtain an approximation for the solution of some stochastic differential equations involving both Gaussian and Poissonian white noises, in terms of rotating Gaussian white noises on the grid defined by the complex roots of the unity. Illustrative examples are outlined.     

The non-approximability of bicriteria network design problems

Let G be an undirected graph with two edge costs (c-cost and d-cost). We want to minimize the diameter of a spanning subgraph S (under d-cost) subject to the constraint that the total cost of the edges in S (with respect to c) does not exceed a given budget. We prove that this problem is non-approximable, even in some special cases. Similar results are proved if the stretch factor or the root stretch factor is considered instead of the diameter.     

Robust Equilibria in Indefinite Linear-Quadratic Differential Games

Equilibria in dynamic games are formulated often under the assumption that the players have full knowledge of the dynamics to which they are subject. Here, we formulate equilibria in which players are looking for robustness and take model uncertainty explicitly into account in their decisions. Specifically, we consider feedback Nash equilibria in indefinite linear-quadratic differential games on an infinite time horizon. Model uncertainty is represented by a malevolent input which is subject to a cost penalty or to a direct bound. We derive conditions for the existence of robust equilibria in terms of solutions of sets of algebraic Riccati equations.     

Self-Converse Directed BIBDs with Block Size Four

A directed balanced incomplete block design (or D B(k,;v)) (X,) is called self-converse if there is an isomorphic mapping f from (X,) to (X,^–1), where ^–1={B ^–1:B} and B ^–1=(x _k ,x _{k –1},,x ₂,x ₁) for B=(x ₁,x ₂,,x _{k –1},x _k ). In this paper, we give the existence spectrum for self-converse D B(4,1;v). AMS Classification:05BResearch supported in part by NSFC Grant 10071002 and SRFDP under No. 20010004001     

Adding more observations to saturated D‐optimal resolution III two‐level factorial designs

We consider the class of saturated main effect plans for the 2^k factorial. With these saturated designs, the overall mean and all main effects can be unbiasedly estimated provided that there are no interactions. However, there is no way to estimate the error variance with such designs. Because of this and other reasons, we like to add some additional runs to the set of (k+1) runs in the D‐optimal design in this class. Our goals here are: (1) to search for s additional runs so that the resulting design based on (k+s+1) runs yields a D‐optimal design in the class of augmented designs; (2) to classify all the runs into equivalent classes so that the runs in the same equivalent class give us the same value of the determinant of the information matrix. This allows us to trade runs for runs if this becomes necessary; (3) to obtain upper bounds for determinant of the information matrices of augmented designs. In this article we shall address these approaches and present some new results. © 2002 Wiley Periodicals, Inc. J Combin Designs 11: 51–77, 2003; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/jcd.10026     

Further results on large sets of disjoint group‐divisible designs with block size three and type 2n41

Large sets of disjoint group‐divisible designs with block size three and type 2ⁿ4¹ were first studied by Schellenberg and Stinson because of their connection with perfect threshold schemes. It is known that such large sets can exist only for n ≡0 (mod 3) and do exist for all odd n ≡ (mod 3) and for even n=24m, where m odd ≥ 1. In this paper, we show that such large sets exist also for n=2^k(3m), where m odd≥ 1 and k≥ 5. To accomplish this, we present two quadrupling constructions and two tripling constructions for a special large set called ^*LS(2ⁿ). © 2002 Wiley Periodicals, Inc. J Combin Designs 11: 24–35, 2003; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/jcd.10032     

Minimum embedding of P3‐designs into (K4—e)‐designs

A (K₄ ? e)‐design on v + w points embeds a P₃‐design on v points if there is a subset of v points on which the K₄ ? e blocks induce the blocks of a P₃‐design. It is shown that w ≥ ¾(v ? 1). When equality holds, the embedding design is easily constructed. In this paper, the next case, when w = ¾v, is settled with finitely many exceptions. © 2003 Wiley Periodicals, Inc. J Combin Designs 11: 352–366, 2003; Published online in Wiley InterScience ( www.interscience.wiley.com ). DOI 10.1002/jcd.10044     

Lipschitz estimates for generalized commutators of fractional integrals with rough kernel

Let (0 < α < n) be the generalized commutator generated by fractional integral with rough kernel and the m–th order remainder of the Taylor formula of a function A. In this paper, the (L^p, L^r) (r > 1) boundedness, the weak (L¹, L^{n/(n–α–β)}) boundedness and the (L^p, ?^{β, ∞}_p) boundedness of are discussed, when D^γA belongs to the Lipschitz function spaces.     

Extremal Self-Dual [50, 25, 10] Codes with Automorphisms of Order 3 and Quasi-Symmetric 2-(49, 9,6) Designs

Five non-isomorphic quasi-symmetric 2-(49, 9, 6) designs are known. They arise from extremal self-dual [50, 25, 10] codes with a certain weight enumerator. Four of them have an automorphism of order 3 fixing two points. In this paper, it is shown that there are exactly 48 inequivalent extremal self-dual [50, 25, 10] code with this weight enumerator and an automorphism of order 3 fixing two points. 44 new quasi-symmetric 2-(49, 9, 6) designs with an automorphism of order 3 are constructed from these codes.     

THE SPACE—FRACTIONAL TELEGRAPH EQUATION AND THE RELATED FRACTIONAL TELEGRAPH PROCESS

The space-fractional telegraph equation is analyzed and the Fourier transform of its fundamental solution is obtained and discussed.A symmetric process with discontinuous trajectories, whose transition function satisfies the space-fractional telegraph equation, is presented. Its limiting behaviour and the connection with symmetric stable processes is also examined.