Finding well approximating lattices for a finite set of points

In this paper we address the task of finding well approximating lattices for a given finite set A of points in R-n motivated by practical texture analytic problems. More precisely, we search for o, d(1),..., d(n) is an element of R-n such that a - o is close to Lambda = d(1)Z + ... + d(n)Z for every a is an element of A. First we deal with the one-dimensional case, where we show that in a sense the results are almost the best possible. These results easily extend to the multi-dimensional case where the directions of the axes are given, too. Thereafter we treat the general multidimensional case. Our method relies on the LLL algorithm. Finally, we apply the least squares algorithm to optimize the results. We give several examples to illustrate our approach

The boundary value problem for discrete analytic functions

This paper is on further development of discrete complex analysis introduced by R. Isaacs, J. Ferrand, R. Duffin, and C. Mercat. We consider a graph lying in the complex plane and having quadrilateral faces. A function on the vertices is called discrete analytic, if for each face the difference quotients along the two diagonals are equal. We prove that the Dirichlet boundary value problem for the real part of a discrete analytic function has a unique solution. In the case when each face has orthogonal diagonals we prove that this solution uniformly converges to a harmonic function in the scaling limit. This solves a problem of S. Smirnov from 2010. This was proved earlier by R. Courant-K. Friedrichs-H. Lewy and L. Lusternik for square lattices, by D. Chelkak-S. Smirnov and implicitly by P.G. Ciarlet-P.-A. Raviart for rhombic lattices. In particular, our result implies uniform convergence of the finite element method on Delaunay triangulations. This solves a problem of A. Bobenko from 2011. The methodology is based on energy estimates inspired by alternating-current network theory.Comment: 22 pages, 6 figures. Several changes: Theorem 1.2 generalized, several assertions added, minor correction in the proofs of Lemma 2.5, 3.3, Example 3.6, Corollary 5.

Abstract Interpretation of Supermodular Games

Supermodular games find significant applications in a variety of models, especially in operations research and economic applications of noncooperative game theory, and feature pure strategy Nash equilibria characterized as fixed points of multivalued functions on complete lattices. Pure strategy Nash equilibria of supermodular games are here approximated by resorting to the theory of abstract interpretation, a well established and known framework used for designing static analyses of programming languages. This is obtained by extending the theory of abstract interpretation in order to handle approximations of multivalued functions and by providing some methods for abstracting supermodular games, in order to obtain approximate Nash equilibria which are shown to be correct within the abstract interpretation framework

New Shortest Lattice Vector Problems of Polynomial Complexity

The Shortest Lattice Vector (SLV) problem is in general hard to solve, except for special cases (such as root lattices and lattices for which an obtuse superbase is known). In this paper, we present a new class of SLV problems that can be solved efficiently. Specifically, if for an $n$-dimensional lattice, a Gram matrix is known that can be written as the difference of a diagonal matrix and a positive semidefinite matrix of rank $k$ (for some constant $k$), we show that the SLV problem can be reduced to a $k$-dimensional optimization problem with countably many candidate points. Moreover, we show that the number of candidate points is bounded by a polynomial function of the ratio of the smallest diagonal element and the smallest eigenvalue of the Gram matrix. Hence, as long as this ratio is upper bounded by a polynomial function of $n$, the corresponding SLV problem can be solved in polynomial complexity. Our investigations are motivated by the emergence of such lattices in the field of Network Information Theory. Further applications may exist in other areas.Comment: 13 page

On the Quantitative Hardness of CVP

$\newcommand{\eps}{\varepsilon} \newcommand{\problem}[1]{\ensuremath{\mathrm{#1}} } \newcommand{\CVP}{\problem{CVP}} \newcommand{\SVP}{\problem{SVP}} \newcommand{\CVPP}{\problem{CVPP}} \newcommand{\ensuremath}[1]{#1}$For odd integers $p \geq 1$ (and $p = \infty$), we show that the Closest Vector Problem in the $\ell_p$ norm (\CVP_p) over rank $n$ lattices cannot be solved in 2^{(1-\eps) n} time for any constant \eps > 0 unless the Strong Exponential Time Hypothesis (SETH) fails. We then extend this result to "almost all" values of $p \geq 1$, not including the even integers. This comes tantalizingly close to settling the quantitative time complexity of the important special case of \CVP_2 (i.e., \CVP in the Euclidean norm), for which a $2^{n +o(n)}$-time algorithm is known. In particular, our result applies for any $p = p(n) \neq 2$ that approaches $2$ as $n \to \infty$. We also show a similar SETH-hardness result for \SVP_\infty; hardness of approximating \CVP_p to within some constant factor under the so-called Gap-ETH assumption; and other quantitative hardness results for \CVP_p and \CVPP_p for any $1 \leq p < \infty$ under different assumptions

Interest rate models with Markov chains

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Abstracting Nash equilibria of supermodular games

Supermodular games are a well known class of noncooperative games which find significant applications in a variety of models, especially in operations research and economic applications. Supermodular games always have Nash equilibria which are characterized as fixed points of multivalued functions on complete lattices. Abstract interpretation is here applied to set up an approximation framework for Nash equilibria of supermodular games. This is achieved by extending the theory of abstract interpretation in order to cope with approximations of multivalued functions and by providing some methods for abstracting supermodular games, thus obtaining approximate Nash equilibria which are shown to be correct within the abstract interpretation framework