Stochastic Combinatorial Optimization via Poisson Approximation

We study several stochastic combinatorial problems, including the expected utility maximization problem, the stochastic knapsack problem and the stochastic bin packing problem. A common technical challenge in these problems is to optimize some function of the sum of a set of random variables. The difficulty is mainly due to the fact that the probability distribution of the sum is the convolution of a set of distributions, which is not an easy objective function to work with. To tackle this difficulty, we introduce the Poisson approximation technique. The technique is based on the Poisson approximation theorem discovered by Le Cam, which enables us to approximate the distribution of the sum of a set of random variables using a compound Poisson distribution. We first study the expected utility maximization problem introduced recently [Li and Despande, FOCS11]. For monotone and Lipschitz utility functions, we obtain an additive PTAS if there is a multidimensional PTAS for the multi-objective version of the problem, strictly generalizing the previous result. For the stochastic bin packing problem (introduced in [Kleinberg, Rabani and Tardos, STOC97]), we show there is a polynomial time algorithm which uses at most the optimal number of bins, if we relax the size of each bin and the overflow probability by eps. For stochastic knapsack, we show a 1+eps-approximation using eps extra capacity, even when the size and reward of each item may be correlated and cancelations of items are allowed. This generalizes the previous work [Balghat, Goel and Khanna, SODA11] for the case without correlation and cancelation. Our algorithm is also simpler. We also present a factor 2+eps approximation algorithm for stochastic knapsack with cancelations. the current known approximation factor of 8 [Gupta, Krishnaswamy, Molinaro and Ravi, FOCS11].Comment: 42 pages, 1 figure, Preliminary version appears in the Proceeding of the 45th ACM Symposium on the Theory of Computing (STOC13

Projection method for droplet dynamics on groove-textured surface with merging and splitting

The geometric motion of small droplets placed on an impermeable textured substrate is mainly driven by the capillary effect, the competition among surface tensions of three phases at the moving contact lines, and the impermeable substrate obstacle. After introducing an infinite dimensional manifold with an admissible tangent space on the boundary of the manifold, by Onsager's principle for an obstacle problem, we derive the associated parabolic variational inequalities. These variational inequalities can be used to simulate the contact line dynamics with unavoidable merging and splitting of droplets due to the impermeable obstacle. To efficiently solve the parabolic variational inequality, we propose an unconditional stable explicit boundary updating scheme coupled with a projection method. The explicit boundary updating efficiently decouples the computation of the motion by mean curvature of the capillary surface and the moving contact lines. Meanwhile, the projection step efficiently splits the difficulties brought by the obstacle and the motion by mean curvature of the capillary surface. Furthermore, we prove the unconditional stability of the scheme and present an accuracy check. The convergence of the proposed scheme is also proved using a nonlinear Trotter-Kato's product formula under the pinning contact line assumption. After incorporating the phase transition information at splitting points, several challenging examples including splitting and merging of droplets are demonstrated.Comment: 26 page

Enhancement of Secrecy of Block Ciphered Systems by Deliberate Noise

This paper considers the problem of end-end security enhancement by resorting to deliberate noise injected in ciphertexts. The main goal is to generate a degraded wiretap channel in application layer over which Wyner-type secrecy encoding is invoked to deliver additional secure information. More specifically, we study secrecy enhancement of DES block cipher working in cipher feedback model (CFB) when adjustable and intentional noise is introduced into encrypted data in application layer. A verification strategy in exhaustive search step of linear attack is designed to allow Eve to mount a successful attack in the noisy environment. Thus, a controllable wiretap channel is created over multiple frames by taking advantage of errors in Eve's cryptanalysis, whose secrecy capacity is found for the case of known channel states at receivers. As a result, additional secure information can be delivered by performing Wyner type secrecy encoding over super-frames ahead of encryption, namely, our proposed secrecy encoding-then-encryption scheme. These secrecy bits could be taken as symmetric keys for upcoming frames. Numerical results indicate that a sufficiently large secrecy rate can be achieved by selective noise addition.Comment: 11 pages, 8 figures, journa

High-dimensional limits of eigenvalue distributions for general Wishart process

In this article, we obtain an equation for the high-dimensional limit measure of eigenvalues of generalized Wishart processes, and the results is extended to random particle systems that generalize SDEs of eigenvalues. We also introduce a new set of conditions on the coefficient matrices for the existence and uniqueness of a strong solution for the SDEs of eigenvalues. The equation of the limit measure is further discussed assuming self-similarity on the eigenvalues.Comment: 28 page