The Dirichlet problem in convex bounded domains for operators with L^\infty-coefficients

M.Hieber, I.Wood: The Dirichlet problem in convex bounded domains for operators with L^\infty-coefficients, Diff. Int. Eq., 20, 7 (2007),721-734.

The Dirichlet problem in convex bounded domains for operators with L8-coefficients

Wood, Ian; Hieber, M., (2007) 'The Dirichlet problem in convex bounded domains for operators with L8-coefficients', Differential and Integral Equations 20 pp.721-734 RAE2008

Piecewise Linear Models for the Quasiperiodic Transition to Chaos

We formulate and study analytically and computationally two families of piecewise linear degree one circle maps. These families offer the rare advantage of being non-trivial but essentially solvable models for the phenomenon of mode-locking and the quasi-periodic transition to chaos. For instance, for these families, we obtain complete solutions to several questions still largely unanswered for families of smooth circle maps. Our main results describe (1) the sets of maps in these families having some prescribed rotation interval; (2) the boundaries between zero and positive topological entropy and between zero length and non-zero length rotation interval; and (3) the structure and bifurcations of the attractors in one of these families. We discuss the interpretation of these maps as low-order spline approximations to the classic ``sine-circle'' map and examine more generally the implications of our results for the case of smooth circle maps. We also mention a possible connection to recent experiments on models of a driven Josephson junction.

Two-stage no-wait scheduling models with setup and removal times separated

This paper studies two models of two-stage processing with no-wait in process. The first model is the two-machine flow shop, and the other is the assembly model. For both models we consider the problem of minimizing the makespan, provided that the setup and removal times are separated from the processing times. Each of these scheduling problems is reduced to the Traveling Salesman Problem (TSP). We show that, in general, the assembly problem is NP-hard in the strong sense. On the other hand, the two-machine flow shop problem reduces to the Gilmore-Gomory TSP, and is solvable in polynomial time. The same holds for the assembly problem under some reasonable assumptions. Using these and existing results, we provide a complete complexity classification of the relevant two-stage no-wait scheduling models.

Earliness penalties on a single machine subject to precedence constraints: SLK due date assignment

The paper considers the single machine due date assignment and scheduling problems with n jobs in which the due dates are to be obtained from the processing times by adding a positive slack q. A schedule is feasible if there are no tardy jobs and the job sequence respects given precedence constraints. The value of q is chosen so as to minimize a function ϕ(F,q) which is non-decreasing in each of its arguments, where F is a certain non-decreasing earliness penalty function. Once q is chosen or fixed, the corresponding scheduling problem is to find a feasible schedule with the minimum value of function F. In the case of arbitrary precedence constraints the problems under consideration are shown to be NP-hard in the strong sense even for F being total earliness. If the precedence constraints are defined by a series-parallel graph, both scheduling and due date assignment problems are proved solvable in time, provided that F is either the sum of linear functions or the sum of exponential functions. The running time of the algorithms can be reduced to if the jobs are independent. Scope and purpose We consider the single machine due date assignment and scheduling problems and design fast algorithms for their solution under a wide range of assumptions. The problems under consideration arise in production planning when the management is faced with a problem of setting the realistic due dates for a number of orders. The due dates of the orders are determined by increasing the time needed for their fulfillment by a common positive slack. If the slack is set to be large enough, the due dates can be easily maintained, thereby producing a good image of the firm. This, however, may result in the substantial holding cost of the finished products before they are brought to the customer. The objective is to explore the trade-off between the size of the slack and the arising holding costs for the early orders.

An open shop scheduling problem with a non-bottleneck machine

This paper considers the problem of processing n jobs in a two-machine non-preemptive open shop to minimize the makespan, i.e., the maximum completion time. One of the machines is assumed to be non-bottleneck. It is shown that, unlike its flow shop counterpart, the problem is NP-hard in the ordinary sense. On the other hand, the problem is shown to be solvable by a dynamic programming algorithm that requires pseudopolynomial time. The latter algorithm can be converted into a fully polynomial approximation scheme that runs in time. An O(n log n) approximation algorithm is also designed whi finds a schedule with makespan at most 5/4 times the optimal value, and this bound is tight.

Minimizing total weighted completion time in a proportionate flow shop

We study the special case of the m machine flow shop problem in which the processing time of each operation of job j is equal to pj; this variant of the flow shop problem is known as the proportionate flow shop problem. We show that for any number of machines and for any regular performance criterion we can restrict our search for an optimal schedule to permutation schedules. Moreover, we show that the problem of minimizing total weighted completion time is solvable in O(n2) time. © 1998 John Wiley & Sons, Ltd.

Dimension theory and nonstable K1 of quadratic modules

Employing Bak’s dimension theory, we investigate the nonstable quadratic K-group K1,2n(A, ) = G2n(A, )/E2n(A, ), n 3, where G2n(A, ) denotes the general quadratic group of rank n over a form ring (A, ) and E2n(A, ) its elementary subgroup. Considering form rings as a category with dimension in the sense of Bak, we obtain a dimension filtration G2n(A, ) G2n0(A, ) G2n1(A, ) E2n(A, ) of the general quadratic group G2n(A, ) such that G2n(A, )/G2n0(A, ) is Abelian, G2n0(A, ) G2n1(A, ) is a descending central series, and G2nd(A)(A, ) = E2n(A, ) whenever d(A) = (Bass–Serre dimension of A) is finite. In particular K1,2n(A, ) is solvable when d(A) <.

Many-body entanglement in decoherence processes

A pure state decoheres into a mixed state as it entangles with an environment. When an entangled two-mode system is embedded in a thermal environment, however, each mode may not be entangled with its environment by their simple linear interaction. We consider an exactly solvable model to study the dynamics of a total system, which is composed of an entangled two-mode system and a thermal environment. The Markovian interaction with the environment is concerned with an array of infinite number of beam splitters. It is shown that many-body entanglement of the system and the environment may play a crucial role in the process of disentangling the system.

Sequentially continuous non-linear fundamental systems of solutions of affine equations in locally convex spaces

According to the Mickael's selection theorem any surjective continuous linear operator from one Fr\'echet space onto another has a continuous (not necessarily linear) right inverse. Using this theorem Herzog and Lemmert proved that if $E$ is a Fr\'echet space and $T:E\to E$ is a continuous linear operator such that the Cauchy problem $\dot x=Tx$, $x(0)=x_0$ is solvable in $[0,1]$ for any $x_0\in E$, then for any $f\in C([0,1],E)$, there exists a continuos map $S:[0,1]\times E\to E$, $(t,x)\mapsto S_tx$ such that for any $x_0\in E$, the function $x(t)=S_tx_0$ is a solution of the Cauchy problem $\dot x(t)=Tx(t)+f(t)$, $x(0)=x_0$ (they call $S$ a fundamental system of solutions of the equation $\dot x=Tx+f$). We prove the same theorem, replacing "continuous" by "sequentially continuous" for locally convex spaces from a class which contains strict inductive limits of Fr\'echet spaces and strong duals of Fr\'echet--Schwarz spaces and is closed with respect to finite products and sequentially closed subspaces. The key-point of the proof is an extension of the theorem on existence of a sequentially continuous right inverse of any surjective sequentially continuous linear operator to some class of non-metrizable locally convex spaces.

A heterosynaptic learning rule for neural networks

In this article we intoduce a novel stochastic Hebb-like learning rule for neural networks that is neurobiologically motivated. This learning rule combines features of unsupervised (Hebbian) and supervised (reinforcement) learning and is stochastic with respect to the selection of the time points when a synapse is modified. Moreover, the learning rule does not only affect the synapse between pre- and postsynaptic neuron, which is called homosynaptic plasticity, but effects also further remote synapses of the pre-and postsynaptic neuron. This more complex form of synaptic plasticity has recently come under investigations in neurobiology and is called heterosynaptic plasticity. We demonstrate that this learning rule is useful in training neural networks by learning parity functions including the exclusive-or (XOR) mapping in a multilayer feed-forward network. We find, that our stochastic learning rule works well, even in the presence of noise. Importantly, the mean leaxning time increases with the number of patterns to be learned polynomially, indicating efficient learning.

On MIMO Radar Subarrayed Transmit Beamforming

Multiple-input-multiple-output (MIMO) radar schemes whereby the transmit array is partitioned into subarrays have recently been proposed in the literature to combine advantages of phased array and MIMO radar technology. In this work, we utilize this architecture to significantly simplify a transmit procedure in which the covariance matrix across the MIMO radar array is optimized to improve the Cramer-Rao bound (CRB) on target parameter estimation. The MIMO effective array for regular subarrayed transmit apertures is studied, and necessary conditions to obtain a filled effective aperture are presented, which is important for maintaining nonambiguous, low sidelobe beampatterns. The performance of the subarrayed transmit approach is evaluated in terms of the CRB on target parameter estimation, and the optimisation of the beamformer applied to the subarrays to minimize the CRB is considered. The subarrayed transmit scheme is found to have a CRB which is suboptimal to the full diversity transmission, as expected, but is solvable in a small fraction of the time using an iterative beamspace algorithm developed here.

Dynamical role of system-environment correlations in non-Markovian dynamics

We analyze the role played by system-environment correlations in the emergence of non-Markovian dynamics. By working within the framework developed in Breuer et al. [Phys. Rev. Lett. 103, 210401 (2009)], we unveil a fundamental connection between non-Markovian behavior and dynamics of system-environment correlations. We derive an upper bound to the rate of change of the distinguishability between different states of the system that explicitly depends on the establishment of correlations between system and environment. We illustrate our results using a fully solvable spin-chain model, which allows us to gain insight into the mechanisms triggering non-Markovian evolution. © 2012 American Physical Society.

Generalized Langevin equation: An efficient approach to nonequilibrium molecular dynamics of open systems

The generalized Langevin equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general nonequilibrium processes. In this approach, a part of the whole system (an open system), which interacts and exchanges energy with its dissipative environment, is studied. Because the GLE is derived by projecting out exactly the harmonic environment, the coupling to it is realistic, while the equations of motion are non-Markovian. Although the GLE formalism has already found promising applications, e. g., in nanotribology and as a powerful thermostat for equilibration in classical molecular dynamics simulations, efficient algorithms to solve the GLE for realistic memory kernels are highly nontrivial, especially if the memory kernels decay nonexponentially. This is due to the fact that one has to generate a colored noise and take account of the memory effects in a consistent manner. In this paper, we present a simple, yet efficient, algorithm for solving the GLE for practical memory kernels and we demonstrate its capability for the exactly solvable case of a harmonic oscillator coupled to a Debye bath.

Reducible Diffusions with Time-Varying Transformations with Application to Short-Term Interest Rates

Reducible diffusions (RDs) are nonlinear transformations of analytically solvable Basic Diffusions (BDs). Hence, by construction RDs are analytically tractable and flexible diffusion processes. Existing literature on RDs has mostly focused on time-homogeneous transformations, which to a significant extent fail to explore the full potential of RDs from both theoretical and practical points of view. In this paper, we propose flexible and economically justifiable time variations to the transformations of RDs. Concentrating on the Constant Elasticity Variance (CEV) RDs, we consider nonlinear dynamics for our time-varying transformations with both deterministic and stochastic designs. Such time variations can greatly enhance the flexibility of RDs while maintaining sufficient tractability of the resulting models. In the meantime, our modeling approach enjoys the benefits of classical inferential techniques such as the Maximum Likelihood (ML). Our application to the UK and the US short-term interest rates suggests that from an empirical point of view time-varying transformations are highly relevant and statistically significant. We expect that the proposed models can describe more truthfully the dynamic time-varying behavior of economic and financial variables and potentially improve out-of-sample forecasts significantly.