Shortest Reconfiguration of Sliding Tokens on a Caterpillar

Suppose that we are given two independent sets I_b and I_r of a graph such that |I_b|=|I_r|, and imagine that a token is placed on each vertex in |I_b|. Then, the sliding token problem is to determine whether there exists a sequence of independent sets which transforms I_b into I_r so that each independent set in the sequence results from the previous one by sliding exactly one token along an edge in the graph. The sliding token problem is one of the reconfiguration problems that attract the attention from the viewpoint of theoretical computer science. The reconfiguration problems tend to be PSPACE-complete in general, and some polynomial time algorithms are shown in restricted cases. Recently, the problems that aim at finding a shortest reconfiguration sequence are investigated. For the 3SAT problem, a trichotomy for the complexity of finding the shortest sequence has been shown, that is, it is in P, NP-complete, or PSPACE-complete in certain conditions. In general, even if it is polynomial time solvable to decide whether two instances are reconfigured with each other, it can be NP-complete to find a shortest sequence between them. Namely, finding a shortest sequence between two independent sets can be more difficult than the decision problem of reconfigurability between them. In this paper, we show that the problem for finding a shortest sequence between two independent sets is polynomial time solvable for some graph classes which are subclasses of the class of interval graphs. More precisely, we can find a shortest sequence between two independent sets on a graph G in polynomial time if either G is a proper interval graph, a trivially perfect graph, or a caterpillar. As far as the authors know, this is the first polynomial time algorithm for the shortest sliding token problem for a graph class that requires detours

Derived Schwarz map of the hypergeometric differential equation and a parallel family of flat fronts

In the previous paper (math.CA/0609196) we defined a map, called the hyperbolic Schwarz map, from the one-dimensional projective space to the three-dimensional hyperbolic space by use of solutions of the hypergeometric differential equation, and thus obtained closed flat surfaces belonging to the class of flat fronts. We continue the study of such flat fronts in this paper. First, we introduce the notion of derived Schwarz maps of the hypergeometric differential equation and, second, we construct a parallel family of flat fronts connecting the classical Schwarz map and the derived Schwarz map.Comment: 15 pages, 12 figure

Hyperbolic Schwarz map for the hypergeometric differential equation

The Schwarz map of the hypergeometric differential equation is studied since the beginning of the last century. Its target is the complex projective line, the 2-sphere. This paper introduces the hyperbolic Schwarz map, whose target is the hyperbolic 3-space. This map can be considered to be a lifting to the 3-space of the Schwarz map. This paper studies the singularities of this map, and visualize its image when the monodromy group is a finite group or a typical Fuchsian group. General cases will be treated in a forthcoming paper.Comment: 16 pages, 8 figure

Asset Price Shocks, Financial Constraints, and Investment: Evidence from Japan

This paper examines investment spending of Japanese firms around the "asset price bubble" in the late-1980s and makes three contributions to our understanding of how stock valuations affect investment. First, corporate investment responds significantly to nonfundamental components of stock valuations during asset price shocks; fundamentals matter less. Clearly, the stock market is not a 'sideshow'. Second, the time series variation in the sensitivity of investment to cash flow is affected more by changes in monetary policy than by shifts in collateral values. Finally, asset price shocks primarily affect firms that rely more on bank financing, and not necessarily those that use equity markets for financing. Only the investment of bank-dependent firms responds to nonfundamental valuations. In addition, the cash flow sensitivity of bank-dependent firms with large collateral assets decreases when asset prices become inflated, but increases dramatically when asset prices collapse and monetary policy tightens.Investment, liquidity, asset inflation, Japan

Mixed expansion formula for the rectangular Schur functions and the affine Lie algebra A_1^(1)

Formulas are obtained that express the Schur S-functions indexed by Young diagrams of rectangular shape as linear combinations of "mixed" products of Schur's S- and Q-functions. The proof is achieved by using representations of the affine Lie algebra of type A_1^{(1)}. A realization of the basic representation that is of ``D_2^{(2)}''-type plays the central role.Comment: 21page