Facets for the cut cone I

We study facets of the cut coneC _n , i.e., the cone of dimension 1/2n(n – 1) generated by the cuts of the complete graph onn vertices. Actually, the study of the facets of the cut cone is equivalent in some sense to the study of the facets of the cut polytope. We present several operations on facets and, in particular, a lifting procedure for constructing facets ofC _n+1 from given facets of the lower dimensional coneC _n . After reviewing hypermetric valid inequalities, we describe the new class of cycle inequalities and prove the facet property for several subclasses. The new class of parachute facets is developed and other known facets and valid inequalities are presented.     

On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times

The structural properties of the moments of the time to ruin are studied in dependent Sparre Andersen models. The moments of the time to ruin may be viewed as generalized versions of the Gerber–Shiu function. It is shown that structural properties of the Gerber–Shiu function hold also for the moments of the time to ruin. In particular, the moments continue to satisfy defective renewal equations. These properties are discussed in detail in the model of Willmot and Woo (2012), which has Coxian interclaim times and arbitrary time-dependent claim sizes. Structural quantities needed to determine the moments of the time to ruin are specified under this model. Numerical examples illustrating the methodology are presented.     

Polytopal estimate of Mirkovi?–Vilonen polytopes lying in a Demazure crystal

In this paper, we give a polytopal estimate of Mirkovi?–Vilonen polytopes lying in a Demazure crystal in terms of Minkowski sums of extremal Mirkovi?–Vilonen polytopes. As an immediate consequence of this result, we provide a necessary (but not sufficient) polytopal condition for a Mirkovi?–Vilonen polytope to lie in a Demazure crystal.     

Kinetic study on solute permeation at the interface of molecular aggregates by partial filling capillary electrophoresis

Moment analysis method using partial filling CE was developed for the kinetic study on solute permeation at the interface of spherical molecular aggregates. Moment equations for partial filling CE were developed by classifying CE systems into five categories according to the migration velocities of solute and molecular aggregate. The method was applied to the study on the dissolution of electrically neutral solutes into SDS micelles. Elution peaks were measured by partial filling CE while changing the concentration of SDS and the filling ratio of SDS micellar zone to the capillary (ϕ_M). Partition equilibrium constants (K_p) and rate constants of interfacial solute permeation of SDS micelles (k_in and k_out) were determined from the first absolute and second central moments of the elution peaks by using the moment equations. Their values were comparable irrespective of ϕ_M and were almost the same as those previously measured by complete filling CE. The positive correlation of K_p with the hydrophobicity of the solutes was explained in terms of the change in k_in and k_out. It was demonstrated that the moment analysis method using partial filling CE is effective for studying solute permeation kinetics at the interface of spherical molecular aggregates.     

OMIS图像条带噪音消除方法研究

分析了OMIS高光谱图像条带噪音产生的主要原因及条带噪音的特点.提出了两种改进的空域和小波域OMIS条带噪音消除新方法.比较了实验图像和数据.结果表明,两种新方法均具有良好的消除OMIS条带噪音的能力,并能较好地保持图像的纹理细节信息,效果明显优于原有方法.     

The credit risk+ model with general sector correlations

We consider an enhancement of the credit risk⁺ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.     

On Extensive Subsets of Convex Bodies

A subset S of a d-dimensional convex body K is extensive if S ∂K and for any p, q ∈ S the distance between p and q is at least one-half of the maximum length of chords of K parallel to the segment pq. In this paper we establish the general upper bound |S| ≤ 3 ^d — 1. We also find an upper bound for a certain class of 3-polytopes, which leads to the determination of the maximum cardinalities of extensive subsets and their extremal configurations for tetrahedra, octahedra and some other 3-polytopes. This revised version was published online in June 2006 with corrections to the Cover Date.     

How to make a triangulation of polytopal

We introduce a numerical isomorphism invariant for any triangulation of . Although its definition is purely topological (inspired by the bridge number of knots), reflects the geometric properties of . Specifically, if is polytopal or shellable, then is ``small' in the sense that we obtain a linear upper bound for in the number of tetrahedra of . Conversely, if is ``small', then is ``almost' polytopal, since we show how to transform into a polytopal triangulation by local subdivisions. The minimal number of local subdivisions needed to transform into a polytopal triangulation is at least . Using our previous results [The size of triangulations supporting a given link, Geometry & Topology 5 (2001), 369-398], we obtain a general upper bound for exponential in . We prove here by explicit constructions that there is no general subexponential upper bound for in . Thus, we obtain triangulations that are ``very far' from being polytopal. Our results yield a recognition algorithm for that is conceptually simpler, although somewhat slower, than the famous Rubinstein-Thompson algorithm.

     

An Adaptive Algorithm for Vector Partitioning

The vector partition problem concerns the partitioning of a set A of n vectors in d-space into p parts so as to maximize an objective function c which is convex on the sum of vectors in each part. Here all parameters d, p, n are considered variables. In this paper, we study the adjacency of vertices in the associated partition polytopes. Using our adjacency characterization for these polytopes, we are able to develop an adaptive algorithm for the vector partition problem that runs in time O(q(L)v) and in space O(L), where q is a polynomial function, L is the input size and v is the number of vertices of the associated partition polytope. It is based on an output-sensitive algorithm for enumerating all vertices of the partition polytope. Our adjacency characterization also implies a polynomial upper bound on the combinatorial diameter of partition polytopes. We also establish a partition polytope analogue of the lower bound theorem, indicating that the output-sensitive enumeration algorithm can be far superior to previously known algorithms that run in time polynomial in the size of the worst-case output.     

A note on the disjunctive index of joined a-perfect graphs

In this paper we present a lower bound of the disjunctive rank of the facets describing the stable set polytope of joined a-perfect graphs. This class contains near-bipartite, t-perfect, h-perfect and complement of fuzzy interval graphs, among others. The stable set polytope of joined a-perfect graphs is described by means of full rank constraints of its node induced prime antiwebs. As a first step, we completely determine the disjunctive rank of all these constraints. Using this result we obtain a lower bound of the disjunctive index of joined a-perfect graphs and prove that this bound can be achieved. In addition, we completely determine the disjunctive index of every antiweb and observe that it does not always coincide with the disjunctive rank of its full rank constraint.