arXiv subjects

J. M. Ucha

Publications and source records attributed to J. M. Ucha.

5 recordsLinked to original sources

arXiv2012

Exact cost minimization of a series-parallel system

The redundancy allocation problem is formulated minimizing the design cost for a series-parallel system with multiple component choices whereas ensuring a given system reliability level. The obtained model is a nonlinear integer programming problem with a non linear, non separable constraint. We propose an algebraic method, based on Gröbner bases, to obtain the exact solution of the problem. In addition, we provide a closed form for the required Gröbner bases, avoiding the bottleneck associated with the computation, and promising computational results.

math.OC↗

arXiv2010

An algebraic approach to Integer Portfolio problems

Integer variables allow the treatment of some portfolio optimization problems in a more realistic way and introduce the possibility of adding some natural features to the model. We propose an algebraic approach to maximize the expected return under a given admissible level of risk measured by the covariance matrix. To reach an optimal portfolio it is an essential ingredient the computation of different test sets (via Gröbner basis) of linear subproblems that are used in a dual search strategy.

math.OC↗

arXiv2007

A vanishing theorem for a class of logarithmic D-modules

Let $O_X$ (resp. $D_X$) be the sheaf of holomorphic functions (resp. the sheaf of linear differential operators with holomorphic coefficients) on $X$ (=the complex affine n-space). Let $Y$ be a locally weakly quasi-homogeneous free divisor defined by a polynomial $f$. In this paper we prove that, locally, the annihilating ideal of $1/f^k$ over $D_X$ is generated by linear differential operators of order 1 (for $k$ big enough). For this purpose we prove a vanishing theorem for the extension groups of a certain logarithmic $D_X$--module with $O_X$. The logarithmic $D_X$--module is naturally associated with $Y$. This result is related to the so called Logarithmic Comparison Theorem.

math.AG↗

arXiv2002

A computational approach to the D-module of meromorphic functions

Let $D$ be a divisor in ${\bf C}^n$. We present methods to compare the ${\mathcal D}$-module of the meromorphic functions ${\mathcal O}[* D]$ to some natural approximations. We show how the analytic case can be treated with computations in the Weyl algebra.

math.AG↗

arXiv2001

Free divisors and duality for D-modules

The relationship between ${\cal D}$-modules and free divisors has been studied in a general setting by L. Narváez and F.J. Calderón. Using the ideas of these works we prove in this article a duality formula between two ${\cal D}$-modules associated to a class of free divisors on ${\bf C}^n$ and we give some applications

math.AG↗