Optimisation quadratique en variables binaires : quelques résultats et techniques

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Exactly solvable quantum spin ladders associated with the orthogonal and symplectic Lie algebras

We extend the results of spin ladder models associated with the Lie algebras su(2(n)) to the case of the orthogonal and symplectic algebras o(2(n)), sp(2(n)) where n is the number of legs for the system. Two classes of models are found whose symmetry, either orthogonal or symplectic, has an explicit n dependence. Integrability of these models is shown for an arbitrary coupling of XX-type rung interactions and applied magnetic field term.

Solvable models of Bose-Einstein condensates: A new algebraic Bethe ansatz scheme

A new algebraic Bethe ansatz scheme is proposed to diagonalize classes of integrable models relevant to the description of Bose-Einstein condensation in dilute alkali gases. This is achieved by introducing the notion of Z-graded representations of the Yang-Baxter algebra. (C) 2003 American Institute of Physics.

Solvable monoids with commuting idempotents

International Journal of Algebra and Computation, 15, nº 3 (2005), p. 547-570

Dominance Solvable Games with Multiple Payoff Criteria.

Two logically distinct and permissive extensions of iterative weak dominance are introduced for games with possibly vector-valued payoffs. The first, iterative partial dominance, builds on an easy-to check condition but may lead to solutions that do not include any (generalized) Nash equilibria. However, the second and intuitively more demanding extension, iterative essential dominance, is shown to be an equilibrium refinement. The latter result includes Moulin’s (1979) classic theorem as a special case when all players’ payoffs are real-valued. Therefore, essential dominance solvability can be a useful solution concept for making sharper predictions in multicriteria games that feature a plethora of equilibria.

Solvable dynamics in a system of interacting random tops

A new solvable model of synchronization dynamics is introduced. It consists of a system of long range interacting tops or magnetic moments with random precession frequencies. The model allows for an explicit study of orientational effects in synchronization phenomena as well as nonlinear processes in resonance phenomena in strongly coupled magnetic systems. A stability analysis of the incoherent solution is performed for different types of orientational disorder. A system with orientational disorder always synchronizes in the absence of noise.

Exactly solvable phase oscillator models with syncrhonization dynamics

Populations of phase oscillators interacting globally through a general coupling function f(x) have been considered. We analyze the conditions required to ensure the existence of a Lyapunov functional giving close expressions for it in terms of a generating function. We have also proposed a family of exactly solvable models with singular couplings showing that it is possible to map the synchronization phenomenon into other physical problems. In particular, the stationary solutions of the least singular coupling considered, f(x) = sgn(x), have been found analytically in terms of elliptic functions. This last case is one of the few nontrivial models for synchronization dynamics which can be analytically solved.

On the tractability of the piecewise-linear approximation for general discrete-choice network revenue management

The choice network revenue management (RM) model incorporates customer purchase behavioras customers purchasing products with certain probabilities that are a function of the offeredassortment of products, and is the appropriate model for airline and hotel network revenuemanagement, dynamic sales of bundles, and dynamic assortment optimization. The underlyingstochastic dynamic program is intractable and even its certainty-equivalence approximation, inthe form of a linear program called Choice Deterministic Linear Program (CDLP) is difficultto solve in most cases. The separation problem for CDLP is NP-complete for MNL with justtwo segments when their consideration sets overlap; the affine approximation of the dynamicprogram is NP-complete for even a single-segment MNL. This is in contrast to the independentclass(perfect-segmentation) case where even the piecewise-linear approximation has been shownto be tractable. In this paper we investigate the piecewise-linear approximation for network RMunder a general discrete-choice model of demand. We show that the gap between the CDLP andthe piecewise-linear bounds is within a factor of at most 2. We then show that the piecewiselinearapproximation is polynomially-time solvable for a fixed consideration set size, bringing itinto the realm of tractability for small consideration sets; small consideration sets are a reasonablemodeling tradeoff in many practical applications. Our solution relies on showing that forany discrete-choice model the separation problem for the linear program of the piecewise-linearapproximation can be solved exactly by a Lagrangian relaxation. We give modeling extensionsand show by numerical experiments the improvements from using piecewise-linear approximationfunctions.

Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents

We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and individually heterogeneous fundamentalist trading decisions which take into account the market price and the perceived fundamental value of the asset. The resulting excess demand is coupled to the market price. Rigorous analysis reveals that this feedback may lead to price oscillations, a single bounce, or monotonic price behaviour. The model is a rare example of an analytically tractable interacting-agent model which allows LIS to deduce in detail the origin of these different collective patterns. For a natural choice of initial distribution, the results are independent of the graph structure that models the peer network of agents whose decisions influence each other. (C) 2009 Elsevier B.V. All rights reserved.

Supersymmetric quantum mechanics and partially solvable potential

Supersymmetric quantum mechanics can be used to obtain the spectrum and eigenstates of one-dimensional Hamiltonians. It is particularly useful when applied to partially solvable potentials because a superalgebra allows us to compute the spectrum state by state. Some solutions for the truncated Coulomb potential, an asymptotically linear potential, and a nonpolynomial potential are shown to exemplify the method.

Magnetic susceptibility of an exactly solvable anisotropic spin ladder system

We investigate the thermodynamics of an integrable spin ladder model which possesses a free parameter besides rung and leg couplings. The model is exactly solvable by means of the Bethe ansatz and exhibits a phase transition between a gapped and a gapless spin excitation spectrum. The magnetic susceptibility is obtained numerically and its dependence on the anisotropy parameter is determined. The spin gap obtained from the susceptibility curve and the one obtained from the Bethe ansatz equations are in very good agreement. Our results for the magnetic susceptibility fit well the experimental data for the organometallic compounds (5IAP)(2)CuBr4 . 2H(2)O (Landee C. P. et al., Phys. Rev. B, 63 (2001) 100402(R)) Cu-2(C5H12N2)(2)Cl-4 (Hayward C. A., Poilblanc D. and Levy L. P., Phys. Rev. B, 54 (1996) R12649, Chaboussant G. et al., Phys. Rev. Lett., 19 ( 1997) 925; Phys. Rev. B, 55 ( 1997) 3046.) and (C5H12N)(2)CuBr4 (Watson B. C. et al., Phys. Rev. Lett., 86 ( 2001) 5168) in the strong-coupling regime.

On some classes of exactly-solvable Klein-Gordon equations

In this work we discuss some exactly solvable Klein-Gordon equations. We basically discuss the existence of classes of potentials with different nonrelativistic limits, but which shares the intermediate effective Schroedinger differential equation. We comment about the possible use of relativistic exact solutions as approximations for nonrelativistic inexact potentials. (c) 2005 Elsevier B.V. All rights reserved.