Generalized Perk-Schultz models: solutions of the Yang-Baxter equation associated with quantized orthosymplectic superalgebras

The Perk-Schultz model may be expressed in terms of the solution of the Yang-Baxter equation associated with the fundamental representation of the untwisted affine extension of the general linear quantum superalgebra U-q (gl(m/n)], with a multiparametric coproduct action as given by Reshetikhin. Here, we present analogous explicit expressions for solutions of the Yang-Baxter equation associated with the fundamental representations of the twisted and untwisted affine extensions of the orthosymplectic quantum superalgebras U-q[osp(m/n)]. In this manner, we obtain generalizations of the Perk-Schultz model.

On parameter estimation in population models

We describe methods for estimating the parameters of Markovian population processes in continuous time, thus increasing their utility in modelling real biological systems. A general approach, applicable to any finite-state continuous-time Markovian model, is presented, and this is specialised to a computationally more efficient method applicable to a class of models called density-dependent Markov population processes. We illustrate the versatility of both approaches by estimating the parameters of the stochastic SIS logistic model from simulated data. This model is also fitted to data from a population of Bay checkerspot butterfly (Euphydryas editha bayensis), allowing us to assess the viability of this population. (c) 2006 Elsevier Inc. All rights reserved.

Edge-coloured cube decompositions

An edge-colored graph is a graph H together with a function f:E(H) → C where C is a set of colors. Given an edge-colored graph H, the graph induced by the edges of color c C is denoted by H(c). Let G, H, and J be graphs and let μ be a positive integer. A (J, H, G, μ) edge-colored graph decomposition is a set S = {H 1,H 2,...,H t} of edge-colored graphs with color set C = {c 1, c 2,..., c k} such that Hi ≅ H for 1 ≤ i ≤ t; Hi (cj) ≅ G for 1 ≤ i ≤ t and ≤ j ≤ k; and for j = 1, 2,..., k, each edge of J occurs in exactly μ of the graphs H 1(c j ), H 2(c j ),..., H t (c j ). Let Q 3 denote the 3-dimensional cube. In this paper, we find necessary and sufficient conditions on n, μ and G for the existence of a (K n ,Q 3,G, μ) edge-colored graph decomposition. © Birkhäuser Verlag, Basel 2007.

Minimal Homogeneous Latin Trades

A latin trade is a subset of a latin square which may be replaced with a disjoint mate to obtain a new latin square. A d-homogeneous latin trade is one which intersects each row, each column and each entry of the latin square either 0 or d times. In this paper we give a construction for minimal d-homogeneous latin trades of size dm, for every integer d >= 3, and m >= 1.75d(2) + 3. We also improve this bound for small values of d. Our proof relies on the construction of cyclic sequences whose adjacent sums are distinct. (c) 2006 Elsevier B.V. All rights reserved.

Coexistence of spin polarization and pairing correlations in metallic grains

We investigate the competition between magnetic depairing interactions, due to spin-exchange mechanism and∕or to spin-dependent asymmetric bandwidths, and pairing coupling in metallic grains. We present a detailed analysis of the quantum ground state in different regimes arising from the interplay between ferromagnetic and pairing correlations for different fillings. We find out that the occurrence of a ground state with coexisting spin-polarization and pairing correlations is enhanced when the asymmetric spin-dependent distribution of the single-particle energies is considered. The mechanisms leading to such a stable quantum state are finally clarified.

Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems

We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.

A scalarization technique for computing the power and exponential moments of gaussian random matrices

We consider the problems of computing the power and exponential moments EXs and EetX of square Gaussian random matrices X=A+BWC for positive integer s and real t, where W is a standard normal random vector and A, B, C are appropriately dimensioned constant matrices. We solve the problems by a matrix product scalarization technique and interpret the solutions in system-theoretic terms. The results of the paper are applicable to Bayesian prediction in multivariate autoregressive time series and mean-reverting diffusion processes.

Analysis of trigonometric implicit Runge-Kutta methods

Using generalized collocation techniques based on fitting functions that are trigonometric (rather than algebraic as in classical integrators), we develop a new class of multistage, one-step, variable stepsize, and variable coefficients implicit Runge-Kutta methods to solve oscillatory ODE problems. The coefficients of the methods are functions of the frequency and the stepsize. We refer to this class as trigonometric implicit Runge-Kutta (TIRK) methods. They integrate an equation exactly if its solution is a trigonometric polynomial with a known frequency. We characterize the order and A-stability of the methods and establish results similar to that of classical algebraic collocation RK methods. (c) 2006 Elsevier B.V. All rights reserved.