A batch Markov arrival process (BMAP) X^*=(N, J) is a 2-dimensional Markov process with two components, one is the counting process N and the other one is the phase process J. It is proved that the phase process is a time-homogeneous Markov chain with a finite state-space, or for short, Markov chain. In this paper, a new and inverse problem is proposed firstly:given a Markov chain J, can we deploy a process N such that the 2-dimensional process X^*=(N, J) is a BMAP? The process X^*=(N, J) is said to be an adjoining BMAP for the Markov chain J. For a given Markov chain the adjoining processes exist and they are not unique. Two kinds of adjoining BMAPs have been constructed. One is the BMAPs with fixed constant batches, the other one is the BMAPs with independent and identically distributed (i.i.d) random batches. The method we used in this paper is not the usual matrix-analytic method of studying BMAP, it is a path-analytic method. We constructed directly sample paths of adjoining BMAPs. The expressions of characteristic (D_k, k=0, 1, 2…) and transition probabilities of the adjoining BMAP are obtained by the density matrix Q of the given Markov chain J. Moreover, we obtained two frontal Theorems. We present these expressions in the first time.

In this paper, firstly, a new notion of generalized cone convex set-valued map is introduced in real normed spaces. Secondly, a property of the generalized cone convex set-valued map involving the contingent epiderivative is obtained. Finally, as the applications of this property, we use the contingent epiderivative to establish optimality conditions of the set-valued optimization problem with generalized cone convex set-valued maps in the sense of Henig proper efficiency. The results obtained in this paper generalize and improve some known results in the literature.

A graph is said to be claw-free if it does not contain an induced subgraph isomorphic to K_1,3. Let s and k be two integers with 0 ≤ s ≤ k and let G be a claw-free graph of order n. In this paper, we investigate clique partition problems in claw-free graphs. It is proved that if n ≥ 3s+4(k-s) and d(x)+d(y) ≥ n-2s+2k+1 for any pair of non-adjacent vertices x, y of G, then G contains s disjoint K₃s and k-s disjoint K₄s such that all of them are disjoint. Moreover, the degree condition is sharp in some cases.

Rare event data is encountered when the events of interest occur with low frequency, and the estimators based on the cohort data only may be inefficient. However, when external information is available for the estimation, the estimators utilizing external information can be more efficient. In this paper, we propose a method to incorporate external information into the estimation of the baseline hazard function and improve efficiency for estimating the absolute risk under the additive hazards model. The resulting estimators are shown to be uniformly consistent and converge weakly to Gaussian processes. Simulation studies demonstrate that the proposed method is much more efficient. An application to a bone marrow transplant data set is provided.

This paper introduces some Bayesian optimal design methods for step-stress accelerated life test planning with one accelerating variable, when the acceleration model is linear in the accelerated variable or its function, based on censored data from a log-location-scale distributions. In order to find the optimal plan, we propose different Monte Carlo simulation algorithms for different Bayesian optimal criteria. We present an example using the lognormal life distribution with Type-I censoring to illustrate the different Bayesian methods and to examine the effects of the prior distribution and sample size. By comparing the different Bayesian methods we suggest that when the data have large(small) sample size B₁(τ) (B₂(τ)) method is adopted. Finally, the Bayesian optimal plans are compared with the plan obtained by maximum likelihood method.

In this paper, we analyze the well-posedness of an image segmentation model. The main idea of that segmentation model is to minimize one energy functional by evolving a given piecewise constant image towards the image to be segmented. The evolution is controlled by a serial of mappings, which can be represented by B-spline basis functions. The evolution terminates when the energy is below a given threshold. We prove that the correspondence between two images in the segmentation model is an injective and surjective mapping under appropriate conditions. We further prove that the solution of the segmentation model exists using the direct method in the calculus of variations. These results provide the theoretical support for that segmentation model.

While the random errors are a function of Gaussian random variables that are stationary and long dependent, we investigate a partially linear errors-in-variables (EV) model by the wavelet method. Under general conditions, we obtain asymptotic representation of the parametric estimator, and asymptotic distributions and weak convergence rates of the parametric and nonparametric estimators. At last, the validity of the wavelet method is illuminated by a simulation example and a real example.

Consider the two-dimensional, incompressible Navier-Stokes equations on torus T²=[-π, π]² driven by a degenerate multiplicative noise in the vorticity formulation (abbreviated as SNS):dw_t=ν△w_tdt + B(Kw_t, w_t)dt + Q(w_t)dW_t. We prove that the solution to SNS is continuous differentiable in initial value. We use the Malliavin calculus to prove that the semigroup {P_t}_t>0 generated by the SNS is asymptotically strong Feller. Moreover, we use the coupling method to prove that the solution to SNS has a weak form of irreducibility. Under almost the same Hypotheses as that given by Odasso, Prob. Theory Related Fields, 140:41-82 (2005) with a different method, we get an exponential ergodicity under a stronger norm.

In this paper, we propose a large-update primal-dual interior point algorithm for P_*(κ)-linear complementarity problem. The method is based on a new class of kernel functions which is neither classical logarithmic function nor self-regular functions. It is determines both search directions and the proximity measure between the iterate and the center path. We show that if a strictly feasible starting point is available, then the new algorithm has O (1+2κ)p√n(1/p log n+1)² log n/ε iteration complexity which becomes O((1+2κ)√n log n log n/ε) with special choice of the parameter p. It is matches the currently best known iteration bound for P_*(κ)-linear complementarity problem. Some computational results have been provided.

Let φ:E(G) → {1, 2, …, k} be an edge coloring of a graph G. A proper edge-k-coloring of G is called neighbor sum distinguishing if ∑_e∋u φ(e)≠∑_e∋v φ(e) for each edge uv ∈ E(G). The smallest value k for which G has such a coloring is denoted by χ'_∑(G), which makes sense for graphs containing no isolated edge (we call such graphs normal). It was conjectured by Flandrin et al. that χ'_∑(G) ≤ △(G) + 2 for all normal graphs, except for C₅. Let mad(G)=max { (2|E(H)|)/(|V (H)|)|H ⊆ G} be the maximum average degree of G. In this paper, we prove that if G is a normal graph with △(G) ≥ 5 and mad(G) < 3 -2/△(G), then χ'_∑(G) ≤ △(G) + 1. This improves the previous results and the bound △(G) + 1 is sharp.

In this paper, we present the compensated stochastic θ method for stochastic age-dependent delay population systems (SADDPSs) with Poisson jumps. The definition of mean-square stability of the numerical solution is given and a sufficient condition for mean-square stability of the numerical solution is derived. It is shown that the compensated stochastic θ method inherits stability property of the numerical solutions. Finally, the theoretical results are also confirmed by a numerical experiment.

A new expectation-maximization (EM) algorithm is proposed to estimate the parameters of the truncated multinormal distribution with linear restriction on the variables. Compared with the generalized method of moments (GMM) estimation and the maximum likelihood estimation (MLE) for the truncated multivariate normal distribution, the EM algorithm features in fast calculation and high accuracy which are shown in the simulation results. For the real data of the national college entrance exams (NCEE), we estimate the distribution of the NCEE examinees' scores in Anhui, 2003, who were admitted to the university of science and technology of China (USTC). Based on our analysis, we have also given the ratio truncated by the NCEE admission line of USTC in Anhui, 2003.

The Hosoya index of a graph is the total number of matchings in it. And the Merrifield-Simmons index is the total number of independent sets in it. They are typical examples of graph invariants used in mathematical chemistry for quantifying relevant details of molecular structure. In this paper, we obtain explicit analytical expressions for the expectations of the Hosoya index and the Merrifield-Simmons index of a random polyphenyl chain.

In this paper, we introduce the class of Hamilton type operators and study various properties of this class. We show that every Hamilton type operator with property (β) or (δ) is decomposable. In addition, we prove that a Hamilton type operator T satisfies property (β), Dunford's property (C) and Weyl's theorem if and only if its adjoint does.

The concept of a cone subarcwise connected set-valued map is introduced. Several examples are given to illustrate that the cone subarcwise connected set-valued map is a proper generalization of the cone arcwise connected set-valued map, as well as the arcwise connected set is a proper generalization of the convex set, respectively. Then, by virtue of the generalized second-order contingent epiderivative, second-order necessary optimality conditions are established for a point pair to be a local global proper efficient element of set-valued optimization problems. When objective function is cone subarcwise connected, a second-order sufficient optimality condition is also obtained for a point pair to be a global proper efficient element of set-valued optimization problems.

In practical purposes for some geometrical problems, specially the fields in common with computer science, we deal with information of some finite number of points. The problem often arises here is:"How are we able to define a plausible distance function on a finite three dimensional space?" In this paper, we define such a distance function in order to apply it to further purposes, e.g. in the field settings of transportation theory and geometry. More precisely, we present a new model for traveling salesman problem and vehicle routing problem for two dimensional manifolds in three dimensional Euclidean space, the second problem on which we focus on this line is, three dimensional triangulation.

Based on the framework of[7], we discuss pricing bilateral counterparty risk of CDS, where each individual default intensity is modeled by a shifted CIR process with jump (JCIR++), and the correlation between the default times is modeled by a copula function. We present a semi-analytical formula for pricing bilateral counterparty risk of CDS, which is more convenient to compute through calculating multiple numerical integration or using Monte-Carlo simulation without simulating default times. Moreover, we obtain simpler formulae under FGM copulas, Bernstein copulas and C^A,B copulas, which can be applied for speeding up the computation and reducing the pricing error. Numerical results under FGM copulas and C^A,B copulas show that our method performs better both in computation speed and accuracy.

In this paper, some new concepts for hypergraphs are introduced. Based on the previous results, we do further research on cycle structures of hypergraphs and construct a more strictly complete cycle structure system of hypergraphs.

Let f:M → M be a partially hyperbolic diffeomorphism on a closed Riemannian manifold with uniformly compact center foliation. We show that if the center foliation of f is of dimension one then the topological entropy is constant on a small C¹ neighborhood of f.

In this paper, a bundle modification strategy is proposed for nonsmooth convex constrained minimization problems. As a result, a new feasible point bundle method is presented by applying this strategy. Whenever the stability center is updated, some points in the bundle will be substituted by new ones which have lower objective values and/or constraint values, aiming at getting a better bundle. The method generates feasible serious iterates on which the objective function is monotonically decreasing. Global convergence of the algorithm is established, and some preliminary numerical results show that our method performs better than the standard feasible point bundle method.

In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result are also considered.

Let Γ denote the folded (2D + 1)-cube with vertex set X and diameter D ≥ 3. Fix x ∈ X. We first define a partial order ≤ on X as follows. For y, z ∈ X let y ≤ z whenever ∂(x, y) + ∂(y, z)=∂(x, z). Let R (resp. L) denote the raising matrix (resp. lowering matrix) of Γ. Next we show that there exists a certain linear dependency among RL², LRL, L²R and L for each given Q-polynomial structure of Γ. Finally, we determine whether the above linear dependency structure gives this poset a uniform structure or strongly uniform structure.

Constructing a kind of cyclic displacement, we obtain the inverse of conjugate-Toeplitz matrix by the aid of Gohberg-Semencul type formula. The stability of the inverse formula is discussed. Numerical examples are given to verify the feasibility of the inverse formula. We show how the analogue of our Gohberg-Semencul type formula leads to an efficient way to solve the conjugate-Toeplitz linear system of equations. It will be shown the number of real arithmetic operations is not more than known results. The corresponding conjugate-Hankel matrix is also considered.

In this paper, stability results of solution mappings to perturbed vector generalized system are studied. Firstly, without the assumption of monotonicity, the Painlevé-Kuratowski convergence of global efficient solution sets of a family of perturbed problems to the corresponding global efficient solution set of the generalized system is obtained, where the perturbations are performed on both the objective function and the feasible set. Then, the density and Painlevé-Kuratowski convergence results of efficient solution sets are established by using gamma convergence, which is weaker than the assumption of continuous convergence. These results extend and improve the recent ones in the literature.

Experiments show that the liquid helium-4 has either superfluid phase or solid phase when temperature decreases or the pressure of the system changes. In this paper, we discuss the equations which govern these phase transitions and derive the criterions for these phase changes. Meanwhile, we give related approximate solutions and draw the phase diagram. In addition, we also prove that the liquid helium-4 bifurcates from the trivial solution to an attractor as parameters cross certain critical value. The topological structure of the bifurcated attractor is also illustrated.

In this paper, we first prove that, for a non-zero function f∈D(Rⁿ), its multi-Hilbert transform H_nf is bounded and does not have compact support. In addition, a new distribution space D'_H (Rⁿ) is constructed and the definition of the multi-Hilbert transform is extended to it. It is shown that D'_H (Rⁿ) is the biggest subspace of D'(Rⁿ) on which the extended multi-Hilbert transform is a homeomorphism.

Let G be a graph, and g, f:V (G) → Z⁺ with g(x) ≤ f(x) for each x ∈ V (G). We say that G admits all fractional (g, f)-factors if G contains an fractional r-factor for every r:V (G) → Z⁺ with g(x) ≤ r(x) ≤ f(x) for any x ∈ V (G). Let H be a subgraph of G. We say that G has all fractional (g, f)-factors excluding H if for every r:V (G) → Z⁺ with g(x) ≤ r(x) ≤ f(x) for all x ∈ V (G), G has a fractional r-factor F_h such that E(H) ∩ E(F_h)=ø, where h:E(G) →[0, 1] is a function. In this paper, we show a characterization for the existence of all fractional (g, f)-factors excluding H and obtain two sufficient conditions for a graph to have all fractional (g, f)-factors excluding H.

Making use of the traditional Caputo derivative and the newly introduced Caputo-Fabrizio derivative with fractional order and no singular kernel, we extent the nonlinear Kaup-Kupershmidt to the span of fractional calculus. In the analysis, different methods of fixed-point theorem together with the concept of piccard L-stability are used, allowing us to present the existence and uniqueness of the exact solution to models with both versions of derivatives. Finally, we present techniques to perform some numerical simulations for both non-linear models and graphical simulations are provided for values of the order α=1.00; 0.90. Solutions are shown to behave similarly to the standard well-known traveling wave solution of Kaup-Kupershmidt equation.

A graph is 1-planar if it can be drawn on a plane so that each edge is crossed by at most one other edge. A plane graph with near-independent crossings or independent crossings, say NIC-planar graph or IC-planar graph, is a 1-planar graph with the restriction that for any two crossings the four crossed edges are incident with at most one common vertex or no common vertices, respectively. In this paper, we prove that each 1-planar graph, NIC-planar graph or IC-planar graph with maximum degree △ at least 15, 13 or 12 has an equitable △-coloring, respectively. This verifies the well-known Chen-Lih-Wu Conjecture for three classes of 1-planar graphs and improves some known results.

This paper is aimed at investigating the transient losses in the M/M/1/1 Erlang loss system. We evaluate the explicit form of the probability distribution of the number of losses in the time interval[0, t) and provide two alternative representations:one based on the iterated derivatives of hyperbolic sinus and cosine and the other on the spherical modified Bessel function of the second kind. The mathematical structures of the transient loss rate and of the transient probability of losing all customers are described and several analytical properties are derived.

In this paper, we determine the neighbor connectivity κ_NB of two kinds of Cayley graphs:alternating group networks AN_n and star graphs S_n; and give the exact values of edge neighbor connectivity λ_NB of AN_n and Cayley graphs generated by transposition trees Γ_n. Those are κ_NB(AN_n)=n-1, λ_NB(AN_n)=n-2 and κ_NB(S_n)=λ_NB(Γ_n)=n-1.

In this paper, we consider an initial boundary value problem for a 2D model of electro-kinetic fluid in a smooth and bounded domain. We prove that the model has a unique global-in-time smooth solution.

This paper investigates a fluid model driven by an M/M/1 queue with working vacations and RCE (Removal of customer in the end) policy of negative customer. In the external environment, the negative customer is not served by the server and only removes the positive customer in the end one-to-one. We establish a fluid flow model based on this stochastic process, and obtain the mean buffer content and the probability of empty buffer for this fluid queue using the LT (Laplace transform) method. Moreover, several special cases of the model here are obtained. Finally, some numerical examples are presented to demonstrate the effects of parameters on the performance indices of the fluid model.

In this paper we mainly study the difference of the weak solutions generated by a wave front tracking algorithm for the steady adiabatic Chaplygin gas dynamic system and the steady irrotational system. Under the hypothesis that the initial data are of sufficiently small total variation, we prove that the difference between the solutions to these two systems can be bounded by the cube of the total variation of the initial perturbation.

The new coupled KdV equation proposed by Ohta and Hirota, in which the phase shift depends on the mutual positions of solitons at the initial time, is investigated in the framework of prolongation structure theory. Its Lax representation is constructed.

In this paper, the existence of a nontrivial solution for a class of quasilinear elliptic equations with a disturbance term in a weighted Sobolev space is proved. The proofs rely on Galerkin method, Brouwer's theorem and a new weighted compact Sobolev-type embedding theorem established by V.L. Shapiro.

We use an actuarial approach to estimate the valuation of the reload option for a non-tradable risk asset under the jump-diffusion processes and Hull-White interest rate. We verify the validity of the actuarial approach to the European vanilla option for non-tradable assets. The formulas of the actuarial approach to the reload option are derived from the fair premium principle and the obtained results are arbitrage. Numerical experiments are conducted to analyze the effects of different parameters on the results of valuation as well as their differences from those obtained by the no-arbitrage approach. Finally, we give the valuations of the reload options under different parameters.

In this paper, Lie point symmetry group of the Harry-Dym type equation with Riemann-Liouville fractional derivative is constructed. Then complete subgroup classification is obtained by means of the optimal system method. Finally, corresponding group-invariant solutions with reduced fractional ordinary differential equations are presented via similarity reductions.

An embedding of a digraph in an orientable surface is an embedding as the underlying graph and arcs in each region force a directed cycle. The directed genus is the minimum genus of surfaces in which the digraph can be directed embedded. Bonnington, Conder, Morton and McKenna[J. Combin. Theory Ser. B, 85(2002) 1-20] gave the problem that which tournaments on n vertices have the directed genus ⎡((n-3)(n-4))/12⎤, the genus of K_n. In this paper, we use the current graph method to show that there exists a tournament, which has the directed genus ⎡((n-3)(n-4))/12⎤, on n vertices if and only if n ≡ 3 or 7 (mod 12).

In this paper, we consider extremely charged static perfect fluid distributions with a dilaton field in the framework of general relativity. By using calculus of variations, we establish the existence theorem for the solutions of this important gravitational system. We show that there is a continuous family of smooth solutions realizing asymptotically flat space metrics.