Existence of Homoclinic Solutions for Nonlinear Second-Order Problems

In this work, we consider the second-order discontinuous equation in the real line, u′′(t)−ku(t)=f(t,u(t),u′(t)),a.e.t∈R, with k>0 and f:R3→R an L1 -Carathéodory function. The existence of homoclinic solutions in presence of not necessarily ordered lower and upper solutions is proved, without periodicity assumptions or asymptotic conditions. Some applications to Duffing-like equations are presented in last section.

Pulse dynamics in a three-component system : existence analysis

In this article, we analyze the three-component reaction-diffusion system originally developed by Schenk et al. (PRL 78:3781–3784, 1997). The system consists of bistable activator-inhibitor equations with an additional inhibitor that diffuses more rapidly than the standard inhibitor (or recovery variable). It has been used by several authors as a prototype three-component system that generates rich pulse dynamics and interactions, and this richness is the main motivation for the analysis we present. We demonstrate the existence of stationary one-pulse and two-pulse solutions, and travelling one-pulse solutions, on the real line, and we determine the parameter regimes in which they exist. Also, for one-pulse solutions, we analyze various bifurcations, including the saddle-node bifurcation in which they are created, as well as the bifurcation from a stationary to a travelling pulse, which we show can be either subcritical or supercritical. For two-pulse solutions, we show that the third component is essential, since the reduced bistable two-component system does not support them. We also analyze the saddle-node bifurcation in which two-pulse solutions are created. The analytical method used to construct all of these pulse solutions is geometric singular perturbation theory, which allows us to show that these solutions lie in the transverse intersections of invariant manifolds in the phase space of the associated six-dimensional travelling wave system. Finally, as we illustrate with numerical simulations, these solutions form the backbone of the rich pulse dynamics this system exhibits, including pulse replication, pulse annihilation, breathing pulses, and pulse scattering, among others.

An upper bound for Cubicity in terms of Boxicity

An axis-parallel b-dimensional box is a Cartesian product R-1 x R-2 x ... x R-b where each R-i (for 1 <= i <= b) is a closed interval of the form [a(i), b(i)] on the real line. The boxicity of any graph G, box(G) is the minimum positive integer b such that G can be represented as the intersection graph of axis-parallel b-dimensional boxes. A b-dimensional cube is a Cartesian product R-1 x R-2 x ... x R-b, where each R-i (for 1 <= i <= b) is a closed interval of the form [a(i), a(i) + 1] on the real line. When the boxes are restricted to be axis-parallel cubes in b-dimension, the minimum dimension b required to represent the graph is called the cubicity of the graph (denoted by cub(G)). In this paper we prove that cub(G) <= inverted right perpendicularlog(2) ninverted left perpendicular box(G), where n is the number of vertices in the graph. We also show that this upper bound is tight.Some immediate consequences of the above result are listed below: 1. Planar graphs have cubicity at most 3inverted right perpendicularlog(2) ninvereted left perpendicular.2. Outer planar graphs have cubicity at most 2inverted right perpendicularlog(2) ninverted left perpendicular.3. Any graph of treewidth tw has cubicity at most (tw + 2) inverted right perpendicularlog(2) ninverted left perpendicular. Thus, chordal graphs have cubicity at most (omega + 1) inverted right erpendicularlog(2) ninverted left perpendicular and circular arc graphs have cubicity at most (2 omega + 1)inverted right perpendicularlog(2) ninverted left perpendicular, where omega is the clique number.

Cubicity, boxicity, and vertex cover

A k-dimensional box is the cartesian product R-1 x R-2 x ... x R-k where each R-i is a closed interval on the real line. The boxicity of a graph G,denoted as box(G), is the minimum integer k such that G is the intersection graph of a collection of k-dimensional boxes. A unit cube in k-dimensional space or a k-cube is defined as the cartesian product R-1 x R-2 x ... x R-k where each Ri is a closed interval on the real line of the form [a(i), a(i) + 1]. The cubicity of G, denoted as cub(G), is the minimum k such that G is the intersection graph of a collection of k-cubes. In this paper we show that cub(G) <= t + inverted right perpendicularlog(n - t)inverted left perpendicular - 1 and box(G) <= left perpendiculart/2right perpendicular + 1, where t is the cardinality of a minimum vertex cover of G and n is the number of vertices of G. We also show the tightness of these upper bounds. F.S. Roberts in his pioneering paper on boxicity and cubicity had shown that for a graph G, box(G) <= left perpendicularn/2right perpendicular and cub(G) <= inverted right perpendicular2n/3inverted left perpendicular, where n is the number of vertices of G, and these bounds are tight. We show that if G is a bipartite graph then box(G) <= inverted right perpendicularn/4inverted left perpendicular and this bound is tight. We also show that if G is a bipartite graph then cub(G) <= n/2 + inverted right perpendicularlog n inverted left perpendicular - 1. We point out that there exist graphs of very high boxicity but with very low chromatic number. For example there exist bipartite (i.e., 2 colorable) graphs with boxicity equal to n/4. Interestingly, if boxicity is very close to n/2, then chromatic number also has to be very high. In particular, we show that if box(G) = n/2 - s, s >= 0, then chi (G) >= n/2s+2, where chi (G) is the chromatic number of G.

Boxicity of Halin graphs

A k-dimensional box is the Cartesian product R-1 x R-2 x ... x R-k where each R-i is a closed interval on the real line. The boxicity of a graph G, denoted as box(G) is the minimum integer k such that G is the intersection graph of a collection of k-dimensional boxes. Halin graphs are the graphs formed by taking a tree with no degree 2 vertex and then connecting its leaves to form a cycle in such a way that the graph has a planar embedding. We prove that if G is a Halin graph that is not isomorphic to K-4, then box(G) = 2. In fact, we prove the stronger result that if G is a planar graph formed by connecting the leaves of any tree in a simple cycle, then box(G) = 2 unless G is isomorphic to K4 (in which case its boxicity is 1).

Modeling Asymmetries in Financial Data with Multiplicative Error Models

This thesis addresses modeling of financial time series, especially stock market returns and daily price ranges. Modeling data of this kind can be approached with so-called multiplicative error models (MEM). These models nest several well known time series models such as GARCH, ACD and CARR models. They are able to capture many well established features of financial time series including volatility clustering and leptokurtosis. In contrast to these phenomena, different kinds of asymmetries have received relatively little attention in the existing literature. In this thesis asymmetries arise from various sources. They are observed in both conditional and unconditional distributions, for variables with non-negative values and for variables that have values on the real line. In the multivariate context asymmetries can be observed in the marginal distributions as well as in the relationships of the variables modeled. New methods for all these cases are proposed. Chapter 2 considers GARCH models and modeling of returns of two stock market indices. The chapter introduces the so-called generalized hyperbolic (GH) GARCH model to account for asymmetries in both conditional and unconditional distribution. In particular, two special cases of the GARCH-GH model which describe the data most accurately are proposed. They are found to improve the fit of the model when compared to symmetric GARCH models. The advantages of accounting for asymmetries are also observed through Value-at-Risk applications. Both theoretical and empirical contributions are provided in Chapter 3 of the thesis. In this chapter the so-called mixture conditional autoregressive range (MCARR) model is introduced, examined and applied to daily price ranges of the Hang Seng Index. The conditions for the strict and weak stationarity of the model as well as an expression for the autocorrelation function are obtained by writing the MCARR model as a first order autoregressive process with random coefficients. The chapter also introduces inverse gamma (IG) distribution to CARR models. The advantages of CARR-IG and MCARR-IG specifications over conventional CARR models are found in the empirical application both in- and out-of-sample. Chapter 4 discusses the simultaneous modeling of absolute returns and daily price ranges. In this part of the thesis a vector multiplicative error model (VMEM) with asymmetric Gumbel copula is found to provide substantial benefits over the existing VMEM models based on elliptical copulas. The proposed specification is able to capture the highly asymmetric dependence of the modeled variables thereby improving the performance of the model considerably. The economic significance of the results obtained is established when the information content of the volatility forecasts derived is examined.

Boxicity and maximum degree

A d-dimensional box is a Cartesian product of d closed intervals on the real line. The boxicity of a graph is the minimum dimension d such that it is representable as the intersection graph of d-dimensional boxes. We give a short constructive proof that every graph with maximum degree D has boxicity at most 2D2. We also conjecture that the best upper bound is linear in D.

Finding a Box Representation for a Graph in $O(n^2\Delta^2\ln n)$ time

An axis-parallel box in $b$-dimensional space is a Cartesian product $R_1 \times R_2 \times \cdots \times R_b$ where $R_i$ (for $1 \leq i \leq b$) is a closed interval of the form $[a_i, b_i]$ on the real line. For a graph $G$, its boxicity is the minimum dimension $b$, such that $G$ is representable as the intersection graph of (axis-parallel) boxes in $b$-dimensional space. The concept of boxicity finds application in various areas of research like ecology, operation research etc. Chandran, Francis and Sivadasan gave an $O(\Delta n^2 \ln^2 n)$ randomized algorithm to construct a box representation for any graph $G$ on $n$ vertices in $\lceil (\Delta + 2)\ln n \rceil$ dimensions, where $\Delta$ is the maximum degree of the graph. They also came up with a deterministic algorithm that runs in $O(n^4 \Delta )$ time. Here, we present an $O(n^2 \Delta^2 \ln n)$ deterministic algorithm that constructs the box representation for any graph in $\lceil (\Delta + 2)\ln n \rceil$ dimensions.

Boxicity of Circular Arc Graphs

A k-dimensional box is a Cartesian product R(1)x...xR(k) where each R(i) is a closed interval on the real line. The boxicity of a graph G, denoted as box(G), is the minimum integer k such that G can be represented as the intersection graph of a collection of k-dimensional boxes. That is, two vertices are adjacent if and only if their corresponding boxes intersect. A circular arc graph is a graph that can be represented as the intersection graph of arcs on a circle. We show that if G is a circular arc graph which admits a circular arc representation in which no arc has length at least pi(alpha-1/alpha) for some alpha is an element of N(>= 2), then box(G) <= alpha (Here the arcs are considered with respect to a unit circle). From this result we show that if G has maximum degree Delta < [n(alpha-1)/2 alpha] for some alpha is an element of N(>= 2), then box(G) <= alpha. We also demonstrate a graph having box(G) > alpha but with Delta = n (alpha-1)/2 alpha + n/2 alpha(alpha+1) + (alpha+2). For a proper circular arc graph G, we show that if Delta < [n(alpha-1)/alpha] for some alpha is an element of N(>= 2), then box(G) <= alpha. Let r be the cardinality of the minimum overlap set, i.e. the minimum number of arcs passing through any point on the circle, with respect to some circular arc representation of G. We show that for any circular arc graph G, box(G) <= r + 1 and this bound is tight. We show that if G admits a circular arc representation in which no family of k <= 3 arcs covers the circle, then box(G) <= 3 and if G admits a circular arc representation in which no family of k <= 4 arcs covers the circle, then box(G) <= 2. We also show that both these bounds are tight.

Cubicity and Bandwidth

A unit cube in (or a k-cube in short) is defined as the Cartesian product R (1) x R (2) x ... x R (k) where R (i) (for 1 a parts per thousand currency sign i a parts per thousand currency sign k) is a closed interval of the form a (i) , a (i) + 1] on the real line. A k-cube representation of a graph G is a mapping of the vertices of G to k-cubes such that two vertices in G are adjacent if and only if their corresponding k-cubes have a non-empty intersection. The cubicity of G is the minimum k such that G has a k-cube representation. From a geometric embedding point of view, a k-cube representation of G = (V, E) yields an embedding such that for any two vertices u and v, ||f(u) - f(v)||(a) a parts per thousand currency sign 1 if and only if . We first present a randomized algorithm that constructs the cube representation of any graph on n vertices with maximum degree Delta in O(Delta ln n) dimensions. This algorithm is then derandomized to obtain a polynomial time deterministic algorithm that also produces the cube representation of the input graph in the same number of dimensions. The bandwidth ordering of the graph is studied next and it is shown that our algorithm can be improved to produce a cube representation of the input graph G in O(Delta ln b) dimensions, where b is the bandwidth of G, given a bandwidth ordering of G. Note that b a parts per thousand currency sign n and b is much smaller than n for many well-known graph classes. Another upper bound of b + 1 on the cubicity of any graph with bandwidth b is also shown. Together, these results imply that for any graph G with maximum degree Delta and bandwidth b, the cubicity is O(min{b, Delta ln b}). The upper bound of b + 1 is used to derive upper bounds for the cubicity of circular-arc graphs, cocomparability graphs and AT-free graphs in terms of the maximum degree Delta.

Cubicity, degeneracy, and crossing number

A $k$-box $B=(R_1,...,R_k)$, where each $R_i$ is a closed interval on the real line, is defined to be the Cartesian product $R_1\times R_2\times ...\times R_k$. If each $R_i$ is a unit length interval, we call $B$ a $k$-cube. Boxicity of a graph $G$, denoted as $\boxi(G)$, is the minimum integer $k$ such that $G$ is an intersection graph of $k$-boxes. Similarly, the cubicity of $G$, denoted as $\cubi(G)$, is the minimum integer $k$ such that $G$ is an intersection graph of $k$-cubes. It was shown in [L. Sunil Chandran, Mathew C. Francis, and Naveen Sivadasan: Representing graphs as the intersection of axis-parallel cubes. MCDES-2008, IISc Centenary Conference, available at CoRR, abs/cs/ 0607092, 2006.] that, for a graph $G$ with maximum degree $\Delta$, $\cubi(G)\leq \lceil 4(\Delta +1)\log n\rceil$. In this paper, we show that, for a $k$-degenerate graph $G$, $\cubi(G) \leq (k+2) \lceil 2e \log n \rceil$. Since $k$ is at most $\Delta$ and can be much lower, this clearly is a stronger result. This bound is tight. We also give an efficient deterministic algorithm that runs in $O(n^2k)$ time to output a $8k(\lceil 2.42 \log n\rceil + 1)$ dimensional cube representation for $G$. An important consequence of the above result is that if the crossing number of a graph $G$ is $t$, then $\boxi(G)$ is $O(t^{1/4}{\lceil\log t\rceil}^{3/4})$ . This bound is tight up to a factor of $O((\log t)^{1/4})$. We also show that, if $G$ has $n$ vertices, then $\cubi(G)$ is $O(\log n + t^{1/4}\log t)$. Using our bound for the cubicity of $k$-degenerate graphs we show that cubicity of almost all graphs in $\mathcal{G}(n,m)$ model is $O(d_{av}\log n)$, where $d_{av}$ denotes the average degree of the graph under consideration. model is O(davlogn).

LOWER BOUNDS FOR BOXICITY

An axis-parallel b-dimensional box is a Cartesian product R-1 x R-2 x ... x R-b where R-i is a closed interval of the form a(i),b(i)] on the real line. For a graph G, its boxicity box(G) is the minimum dimension b, such that G is representable as the intersection graph of boxes in b-dimensional space. Although boxicity was introduced in 1969 and studied extensively, there are no significant results on lower bounds for boxicity. In this paper, we develop two general methods for deriving lower bounds. Applying these methods we give several results, some of which are listed below: 1. The boxicity of a graph on n vertices with no universal vertices and minimum degree delta is at least n/2(n-delta-1). 2. Consider the g(n,p) model of random graphs. Let p <= 1 - 40logn/n(2.) Then with high `` probability, box(G) = Omega(np(1 - p)). On setting p = 1/2 we immediately infer that almost all graphs have boxicity Omega(n). Another consequence of this result is as follows: For any positive constant c < 1, almost all graphs on n vertices and m <= c((n)(2)) edges have boxicity Omega(m/n). 3. Let G be a connected k-regular graph on n vertices. Let lambda be the second largest eigenvalue in absolute value of the adjacency matrix of G. Then, the boxicity of G is a least (kappa(2)/lambda(2)/log(1+kappa(2)/lambda(2))) (n-kappa-1/2n). 4. For any positive constant c 1, almost all balanced bipartite graphs on 2n vertices and m <= cn(2) edges have boxicity Omega(m/n).

Sequential Optimal Recovery: A Paradigm for Active Learning

In most classical frameworks for learning from examples, it is assumed that examples are randomly drawn and presented to the learner. In this paper, we consider the possibility of a more active learner who is allowed to choose his/her own examples. Our investigations are carried out in a function approximation setting. In particular, using arguments from optimal recovery (Micchelli and Rivlin, 1976), we develop an adaptive sampling strategy (equivalent to adaptive approximation) for arbitrary approximation schemes. We provide a general formulation of the problem and show how it can be regarded as sequential optimal recovery. We demonstrate the application of this general formulation to two special cases of functions on the real line 1) monotonically increasing functions and 2) functions with bounded derivative. An extensive investigation of the sample complexity of approximating these functions is conducted yielding both theoretical and empirical results on test functions. Our theoretical results (stated insPAC-style), along with the simulations demonstrate the superiority of our active scheme over both passive learning as well as classical optimal recovery. The analysis of active function approximation is conducted in a worst-case setting, in contrast with other Bayesian paradigms obtained from optimal design (Mackay, 1992).

Computing Fresnel integrals via modified trapezium rules

In this paper we propose methods for computing Fresnel integrals based on truncated trapezium rule approximations to integrals on the real line, these trapezium rules modified to take into account poles of the integrand near the real axis. Our starting point is a method for computation of the error function of complex argument due to Matta and Reichel (J Math Phys 34:298–307, 1956) and Hunter and Regan (Math Comp 26:539–541, 1972). We construct approximations which we prove are exponentially convergent as a function of N , the number of quadrature points, obtaining explicit error bounds which show that accuracies of 10−15 uniformly on the real line are achieved with N=12 , this confirmed by computations. The approximations we obtain are attractive, additionally, in that they maintain small relative errors for small and large argument, are analytic on the real axis (echoing the analyticity of the Fresnel integrals), and are straightforward to implement.

Dynamics of a class of ODEs more general than almost periodic

A temporally global solution, if it exists, of a nonautonomous ordinary differential equation need not be periodic, almost periodic or almost automorphic when the forcing term is periodic, almost periodic or almost automorphic, respectively. An alternative class of functions extending periodic and almost periodic functions which has the property that a bounded temporally global solution solution of a nonautonomous ordinary differential equation belongs to this class when the forcing term does is introduced here. Specifically, the class of functions consists of uniformly continuous functions, defined on the real line and taking values in a Banach space, which have pre-compact ranges. Besides periodic and almost periodic functions, this class also includes many nonrecurrent functions. Assuming a hyperbolic structure for the unperturbed linear equation and certain properties for the linear and nonlinear parts, the existence of a special bounded entire solution, as well the existence of stable and unstable manifolds of this solution are established. Moreover, it is shown that this solution and these manifolds inherit the temporal behaviour of the vector field equation. In the stable case it is shown that this special solution is the pullback attractor of the system. A class of infinite dimensional examples involving a linear operator consisting of a time independent part which generates a C(0)-semigroup plus a small time dependent part is presented and applied to systems of coupled heat and beam equations. (C) 2010 Elsevier Ltd. All rights reserved.