We discuss the optimal Markovian coupling before an exponential time of the Kolmogorov diffusion, and a class of related stochastic control problems in which the aim is to hit the origin before an exponential time. We provide a scaling argument for the optimal control in the near field and use rational WKB approximation to obtain the optimal control in the far field, and compare these analytical results with numerical experiments. In some of these optimal control problems, in which the advection velocity field is bounded, we show that the probability of success agrees exactly with its leading-order asymptotic approximation in some areas of the plane, up to an undetermined multiplicative constant. We conjecture a necessary and sufficient condition for this behaviour, which is strongly supported by numerical experiments.

In previous work by Di Martino, Tamburini and Zalesski [Comm. Algebra 28 (2000) 5383–5404] it is shown that certain low-dimensional classical groups over finite fields are not Hurwitz. In this paper the list is extended by adding the special linear and special unitary groups in dimensions 8.9,11.13. We also show that all groups Sp(n, q) are not Hurwitz for q even and n = 6,8,12,16. In the range 11 < n < 32 many of these groups are shown to be non-Hurwitz. In addition, we observe that PSp(6, 3), PΩ±(8, 3k), PΩ±10k), Ω(11,3k), Ω±(14,3k), Ω±(16,7k), Ω(n, 7k) for n = 9,11,13, PSp(8, 7k) are not Hurwitz.

We present a domain-theoretic version of Picard's theorem for solving classical initial value problems in ℝn. For the case of vector fields that satisfy a Lipschitz condition, we construct an iterative algorithm that gives two sequences of piecewise linear maps with rational coefficients, which converge, from below and above respectively, exponentially fast, to the unique solution of the initial value problem. We provide a detailed analysis of the speed of convergence and the complexity of computing the iterates. The algorithm uses proper data types based on rational arithmetic, where no rounding of real numbers is required. Thus we obtain a sound implementation framework to solve initial value problems. In particular, the use of rational arithmetic guarantees that implementations of our technique will adhere to the bounds on convergence speed and algebraic complexity.

We describe an efficient algorithm for the inversion of covariance matrices that arise in the context of phylogenetic tree construction. Phylogenetic trees describe the evolutionary relationships between species, and their construction is computationally demanding. Many approaches involve the symmetric matrix of evolutionary distances between species. Regarding these distances as random variables, the corresponding set of variances and covariances form a rank-4 tensor, and the inner-product defined by its inverse can be used to assign statistical scores to candidate trees. We describe a natural set of assumptions for the phylogenetic tree under construction, and show how under these assumptions the covariance tensor for a tree with n leaves can be inverted in O(n2) operations. In addition to presenting the inversion algorithm, we hope this article will open algebraic and computational problems from the field of phylogeny to a wider audience.

The spread of a group G is the greatest number r such that, for every set of non-trivial elements {x1,…,xr}, there exists an element y with the property that 〈xi, y〉 = G for 1 ≤ i ≤ r. In this paper we obtain good upper bounds for the spread of fourteen sporadic simple groups computationally, and we determine the value of the spread of M11 by hand.

Let S be a non-empty proper subset of the set of places of a global function field F and E a cyclic Kummer or Artin–Schreier–Witt extension of F. We present a method of efficiently computing the ring of elements of E which are integral at all places of S. As an important tool, we include an algorithmic version of the strong approximation theorem. We conclude with several examples.

We calculate the character table of the maximal subgroup of the Monster N(3B) isomorphic to a group of shape 3+1+12 · 2 · Suz: 2, and also of the group 31+12 : 6 · Suz · 2, which has the former as a quotient.The strategy is to induce characters from the inertia groups in 31+12 : 6 · Suz : 2 of characters of 31+12. We obtain the quotient map to N(3B) computationally, and our careful concrete approach allows us to produce class fusions between our tables and various tables in the GAP library.

The question of what categorical structure is required to give semantics to O‘Hearn et al.'s type system Syntactic Control of Interference Revisited (SCIR) is considered. The previously proposed notion of bireflective model is rejected as being too restrictive to accommodate important concrete models based on game semantics and object spaces; furthermore it is argued that the existing proof-sketch of the important property of coherence for these models is incorrect. A new, more general notion of model is proposed and the coherence property proved.

Let EΓ be a family of hyperelliptic curves over F2alg cl with general Weierstrass equation given over a very small field F. The author of this paper describes an algorithm for computing the zeta function of Eγ, with γ in a degree n extension field of F, which has time complexity O(n3 + ε) bit operations and memory requirements O(n2) bits. Using a slightly different algorithm, one can get time O(n2.667) and memory O(n2.5), and the computation for n curves of the family can be done in time O(n3.376). All of these algorithms are polynomial-time in the genus.

The authors of this paper study approximation methods for stochastic differential equations, and point out a simple relation between the order of convergence in the pth mean and the order of convergence in the pathwise sense: Convergence in the pth mean of order α for all p ≥ 1 implies pathwise convergence of order α – ε for arbitrary ε > 0. The authors then apply this result to several one-step and multi-step approximation schemes for stochastic differential equations and stochastic delay differential equations. In addition, they give some numerical examples.

In the study of the rational cohomology of Hilbert schemes of points on a smooth surface, it is particularly interesting to understand the characteristic classes of the tautological bundles and the tangent bundle. In this note we pursue this study. We first collect all results appearing separately in the literature and prove some new formulas using Ohmoto's results on orbifold Chern classes on Hilbert schemes. We also explain the algorithmic counterpart of the topic: the cohomology space is governed by a vertex algebra that can be used to compute characteristic classes. We present an implementation of the vertex operators in the rewriting logic system MAUDE, and address observations and conjectures obtained after symbolic computations.

Abstract:We give an algorithm for finding the module of linear dependencies of the roots of a monic integral polynomial. Using this, we describe an algorithm for constructing the algebraic hull of a given matrix Lie algebra in characteristic zero.

We give a mathematically rigorous analysis which confirms the surprising results in a recent paper of Benilov, O‘Brien and Sazonov [J. Fluid Mech. 497 (2003) 201-224] about the spectrum of a highly singular non-self-adjoint operator that arises in a problem in fluid mechanics. We also show that the set of eigenvectors does not form a basis for the operator.

Let C be an arbitrary smooth algebraic curve of genus g over a large finite field F. The authors of this paper revisit fast addition algorithms in the Jacobian of C due to Khuri-Makdisi [math.NT/0409209, to appear in Mathematics of Computation]. The algorithms, which reduce to linear algebra in vector spaces of dimension O(g) once |K| ≫ g and which asymptotically require O(g2.376) field operations using fast linear algebra, are shown to perform efficiently even for certain low genus curves. Specifically, the authors provide explicit formulae for performing the group law on Jacobians of C3,4 curves of genus 3. They show show that, typically, the addition of two distinct elements in the Jacobian of a C3,4 curve requires 117 multiplications and 2 inversions in K, and an element can be doubled using 129 multiplications and 2 inversions in K. This represents an improvement of approximately 20% over previous methods.

We construct two embeddings of finite groups into groups of Lie type. These embeddings have the interesting property that the finite subgroup acts irreducibly on a minimal module for the group of Lie type. We present our constructions as examples of a general method that obtains embeddings into groups of Lie type.

In this note, the author proves that a group G is a 4-Engel group if and only if the normal closure of every element g ∈ G is a 3-Engel group

We discuss the Brauer-Manin obstruction on del Pezzo surfaces of degree 4. We outline a detailed algorithm for computing the obstruction and provide associated programs in MAGMA. This is illustrated with the computation of an example with an irreducible cubic factor in the singular locus of the defining pencil of quadrics (in contrast to previous examples, which had at worst quadratic irreducible factors). We exploit the relationship with the Tate-Shafarevich group to give new types of examples of III [2], for families of curves of genus 2 of the form y2 = f(x), where f(x) is a quintic containing an irreducible cubic factor.

In this paper we display an explicit polynomial having Galois group SL2(F16), filling in a gap in the tables of Jürgen Klüners and Gunter Malle. Furthermore, the polynomial has small Galois root discriminant; this fact answers a question of John Jones and David Roberts. The computation of this polynomial uses modular forms and their Galois representations.