Reduced Grobner bases and Macaulay-Buchberger Basis Theorem over Noetherian rings

In this paper, we extend the characterization of Zx]/(f), where f is an element of Zx] to be a free Z-module to multivariate polynomial rings over any commutative Noetherian ring, A. The characterization allows us to extend the Grobner basis method of computing a k-vector space basis of residue class polynomial rings over a field k (Macaulay-Buchberger Basis Theorem) to rings, i.e. Ax(1), ... , x(n)]/a, where a subset of Ax(1), ... , x(n)] is an ideal. We give some insights into the characterization for two special cases, when A = Z and A = ktheta(1), ... , theta(m)]. As an application of this characterization, we show that the concept of Border bases can be extended to rings when the corresponding residue class ring is a finitely generated, free A-module. (C) 2014 Elsevier B.V. All rights reserved.

on lin-bose problem

This paper study generalized Serre problem proposed by Lin and Bose in multidimensional system theory context [Multidimens. Systems and Signal Process. 10 (1999) 379; Linear Algebra Appl. 338 (2001) 125]. This problem is stated as follows. Let F ∈ Al×m be a full row rank matrix, and d be the greatest common divisor of all the l × l minors of F. Assume that the reduced minors of F generate the unit ideal, where A = K[x 1,...,xn] is the polynomial ring in n variables x 1,...,xn over any coefficient field K. Then there exist matrices G ∈ Al×l and F1 ∈ A l×m such that F = GF1 with det G = d and F 1 is a ZLP matrix. We provide an elementary proof to this problem, and treat non-full rank case.

Algebraic attacks over GF(q)

Recent algebraic attacks on LFSR-based stream ciphers and S-boxes have generated much interest as they appear to be extremely powerful. Theoretical work has been developed focusing around the Boo- lean function case. In this paper, we generalize this theory to arbitrary finite fields and extend the theory of annihilators and ideals introduced at Eurocrypt 2004 by Meier, Pasalic and Carlet. In particular, we prove that for any function f in the multivariate polynomial ring over GF(q), f has a low degree multiple precisely when two low degree functions appear in the same coset of the annihilator of f ^{q – 1} – 1. In this case, many such low degree multiples exist.

Calibration uncertainty estimation for internal aerodynamic balance

Aerodynamic balances are employed in wind tunnels to estimate the forces and moments acting on the model under test. This paper proposes a methodology for the assessment of uncertainty in the calibration of an internal multi-component aerodynamic balance. In order to obtain a suitable model to provide aerodynamic loads from the balance sensor responses, a calibration is performed prior to the tests by applying known weights to the balance. A multivariate polynomial fitting by the least squares method is used to interpolate the calibration data points. The uncertainties of both the applied loads and the readings of the sensors are considered in the regression. The data reduction includes the estimation of the calibration coefficients, the predicted values of the load components and their corresponding uncertainties, as well as the goodness of fit.

An Algorithmic Characterization of Polynomial Functions over Z(pn)

In this paper we consider polynomial representability of functions defined over , where p is a prime and n is a positive integer. Our aim is to provide an algorithmic characterization that (i) answers the decision problem: to determine whether a given function over is polynomially representable or not, and (ii) finds the polynomial if it is polynomially representable. The previous characterizations given by Kempner (Trans. Am. Math. Soc. 22(2):240-266, 1921) and Carlitz (Acta Arith. 9(1), 67-78, 1964) are existential in nature and only lead to an exhaustive search method, i.e. algorithm with complexity exponential in size of the input. Our characterization leads to an algorithm whose running time is linear in size of input. We also extend our result to the multivariate case.

Multivariate juggling probabilities

We consider refined versions of Markov chains related to juggling introduced by Warrington. We further generalize the construction to juggling with arbitrary heights as well as infinitely many balls, which are expressed more succinctly in terms of Markov chains on integer partitions. In all cases, we give explicit product formulas for the stationary probabilities. The normalization factor in one case can be explicitly written as a homogeneous symmetric polynomial. We also refine and generalize enriched Markov chains on set partitions. Lastly, we prove that in one case, the stationary distribution is attained in bounded time.

Stable multivariate rational interpolation for parameter-dependent aerospace models

A multivariate, robust, rational interpolation method for propagating uncertainties in several dimensions is presented. The algorithm for selecting numerator and denominator polynomial orders is based on recent work that uses a singular value decomposition approach. In this paper we extend this algorithm to higher dimensions and demonstrate its efficacy in terms of convergence and accuracy, both as a method for response suface generation and interpolation. To obtain stable approximants for continuous functions, we use an L2 error norm indicator to rank optimal numerator and denominator solutions. For discontinous functions, a second criterion setting an upper limit on the approximant value is employed. Analytical examples demonstrate that, for the same stencil, rational methods can yield more rapid convergence compared to pseudospectral or collocation approaches for certain problems. © 2012 AIAA.

Dynamic Density Forecasts for Multivariate Asset Returns

We propose a simple and flexible framework for forecasting the joint density of asset returns. The multinormal distribution is augmented with a polynomial in (time-varying) non-central co-moments of assets. We estimate the coefficients of the polynomial via the Method of Moments for a carefully selected set of co-moments. In an extensive empirical study, we compare the proposed model with a range of other models widely used in the literature. Employing a recently proposed as well as standard techniques to evaluate multivariate forecasts, we conclude that the augmented joint density provides highly accurate forecasts of the “negative tail” of the joint distribution.

Demographic and clinical correlates of comorbid substance use disorders in psychosis : multivariate analyses from an epidemiological sample

Background: While there has been substantial research examining the correlates of comorbid substance abuse in psychotic disorders, it has been difficult to tease apart the relative importance of individual variables. Multivariate analyses are required, in which the relative contributions of risk factors to specific forms of substance misuse are examined, while taking into account the effects of other important correlates. Methods: This study used multivariate correlates of several forms of comorbid substance misuse in a large epidemiological sample of 852 Australians with DSMIII- R-diagnosed psychoses. Results: Multiple substance use was common and equally prevalent in nonaffective and affective psychoses. The most consistent correlate across the substance use disorders was male sex. Younger age groups were more likely to report the use of illegal drugs, while alcohol misuse was not associated with age. Side effects secondary to medication were associated with the misuse of cannabis and multiple substances, but not alcohol. Lower educational attainment was associated with cannabis misuse but not other forms of substance abuse. Conclusion: The profile of substance misuse in psychosis shows clinical and demographic gradients that can inform treatment and preventive research.

Numerical schemes and multivariate extrapolation of a two-dimensional anomalous sub-diffusion equation

Anomalous dynamics in complex systems have gained much interest in recent years. In this paper, a two-dimensional anomalous subdiffusion equation (2D-ASDE) is considered. Two numerical methods for solving the 2D-ASDE are presented. Their stability, convergence and solvability are discussed. A new multivariate extrapolation is introduced to improve the accuracy. Finally, numerical examples are given to demonstrate the effectiveness of the schemes and confirm the theoretical analysis.