Search

For a list-assignment $L$, the reconfiguration graph $C_L(G)$ of a graph $G$ is the graph whose vertices are proper $L$-colorings of $G$ and whose edges link two colorings that differ on only one vertex. If $|L(v)| \ge d(v) + 2$ for every vertex of $G$, it is known that $C_L(G)$ is connected. In this case, Cambie et al. investigated the diameter of $C_L(G)$. They conjectured that $diam(C_L(G)) \le n(G) + \mu(G)$ with $\mu(G)$ the size of a maximum matching of $G$ and proved several results towards this conjecture. We answer to two of their open problems by proving the conjecture for two classes of graphs, namely subcubic graphs and complete multipartite graphs., Comment: 12 pages, 7 figures

A non-crossing spanning tree of a set of points in the plane is a spanning tree whose edges pairwise do not cross. Avis and Fukuda in 1996 proved that there always exists a flip sequence of length at most $2n-4$ between any pair of non-crossing spanning trees (where $n$ denotes the number of points). Hernando et al. proved that the length of a minimal flip sequence can be of length at least $\frac 32 n$. Two recent results of Aichholzer et al. and Bousquet et al. improved the Avis and Fukuda upper bound by proving that there always exists a flip sequence of length respectively at most $2n - \log n$ and $2n - \sqrt{n}$. We improve the upper bound by a linear factor for the first time in 25 years by proving that there always exists a flip sequence between any pair of non-crossing spanning trees $T_1,T_2$ of length at most $c n$ where $c \approx 1.95$. Our result is actually stronger since we prove that, for any two trees $T_1,T_2$, there exists a flip sequence from $T_1$ to $T_2$ of length at most $c |T_1 \setminus T_2|$. We also improve the best lower bound in terms of the symmetric difference by proving that there exists a pair of trees $T_1,T_2$ such that a minimal flip sequence has length $\frac 53 |T_1 \setminus T_2|$, improving the lower bound of Hernando et al. by considering the symmetric difference instead of the number of vertices. We generalize this lower bound construction to non-crossing flips (where we close the gap between upper and lower bounds) and rotations.

Microplasmas can be used for a wide range of technological applications and to improve our understanding of fundamental physics. Scanning electron microscopy, on the other hand, provides insights into the sample morphology and chemistry of materials from the mm-down to the nm-scale. Combining both would provide direct insight into plasma-sample interactions in real-time and at high spatial resolution. Up till now, very few attempts in this direction have been made, and significant challenges remain. This work presents a stable direct current glow discharge microplasma setup built inside a scanning electron microscope. The experimental setup is capable of real-time in-situ imaging of the sample evolution during plasma operation and it demonstrates localized sputtering and sample oxidation. Further, the experimental parameters such as varying gas mixtures, electrode polarity, and field strength are explored and experimental $V$-$I$ curves under various conditions are provided. These results demonstrate the capabilities of this setup in potential investigations of plasma physics, plasma-surface interactions, and materials science and its practical applications. The presented setup shows the potential to have several technological applications, e.g., to locally modify the sample surface (e.g., local oxidation and ion implantation for nanotechnology applications) on the $\mu$m-scale., Comment: LG, DC, and RDM contributed equally to this work. The videos mentioned in the manuscript can be found in the Zenodo repository linked in the paper

The discharging method is a powerful proof technique, especially for graph coloring problems. Its major downside is that it often requires lengthy case analyses, which are sometimes given to a computer for verification. However, it is much less common to use a computer to actively look for a discharging proof. In this paper, we use a Linear Programming approach to automatically look for a discharging proof. While our system is not entirely autonomous, we manage to make some progress towards Wegner's conjecture for distance-$2$ coloring of planar graphs, by showing that $12$ colors are sufficient to color at distance $2$ every planar graph with maximum degree $4$.

Square coloring is a variant of graph coloring where vertices within distance two must receive different colors. When considering planar graphs, the most famous conjecture (Wegner, 1977) states that $\frac32\Delta+1$ colors are sufficient to square color every planar graph of maximum degree $\Delta$. This conjecture has been proven asymptotically for graphs with large maximum degree. We consider here planar graphs with small maximum degree and show that $2\Delta+7$ colors are sufficient, which improves the best known bounds when $6\leqslant \Delta\leqslant 31$., Comment: 14 pages, 8 figures

Mainstream financial econometrics methods are based on models well tuned to replicate price dynamics, but with little to no economic justification. In particular, the randomness in these models is assumed to result from a combination of exogenous factors. In this paper, we present a model originating from game theory, whose corresponding price dynamics are a direct consequence of the information asymmetry between private and institutional investors. This model, namely the CMMV pricing model, is therefore rooted in market microstructure. The pricing methods derived from it also appear to fit very well historical price data. Indeed, as evidenced in the last section of the paper, the CMMV model does a very good job predicting option prices from readily available data. It also enables to recover the dynamic of the volatility surface., Comment: 19 pages, 6 figures

The rising interest in the construction and the quality of (business) process models resulted in an abundancy of emerged research studies and different findings about process model quality. The lack of overview and the lack of consensus hinder the development of the research field. The research objective is to collect, analyse, structure, and integrate the existing knowledge in a comprehensive framework that strives to find a balance between completeness and relevance without hindering the overview. The Systematic Literature Review methodology was applied to collect the relevant studies. Because several studies exist that each partially addresses this research objective, the review was performed at a tertiary level. Based on a critical analysis of the collected papers, a comprehensive, but structured overview of the state of the art in the field was composed. The existing academic knowledge about process model quality was carefully integrated and structured into the Comprehensive Process Model Quality Framework (CPMQF). The framework summarizes 39 quality dimensions, 21 quality metrics, 28 quality (sub)drivers, 44 (sub)driver metrics, 64 realization initiatives and 15 concrete process model purposes related to 4 types of organizational benefits, as well as the relations between all of these. This overview is thus considered to form a valuable instrument for both researchers and practitioners that are concerned about process model quality. The framework is the first to address the concept of process model quality in such a comprehensive way., Comment: Download the poster at http://www.janclaes.info/CPMQF

A market with asymmetric information can be viewed as a repeated exchange game between the informed sector and the uninformed one. In a market with risk-neutral agents, De Meyer [2010] proves that the price process should be a particular kind of Brownian martingale called CMMV. This type of dynamics is due to the strategic use of their private information by the informed agents. In the current paper, we consider the more realistic case where agents on the market are risk-averse. This case is much more complex to analyze as it leads to a non-zero-sum game. Our main result is that the price process is still a CMMV under a martingale equivalent measure. This paper provides thus a theoretical justification for the use of the CMMV class of dynamics in financial analysis. This class contains as a particular case the Black and Scholes dynamics.