## Mathematics

This book is devoted to classical and modern achievements in complex analysis. In order to benefit most from it, a first-year university background is sufficient; all other statements and proofs are provided.

We begin with a brief but fairly complete course on the theory of holomorphic, meromorphic, and harmonic functions. We then present a uniformization theory, and discuss a representation of the moduli space of Riemann surfaces of a fixed topological type as a factor space of a contractible space by a discrete group. Next, we consider compact Riemann surfaces and prove the classical theorems of Riemann-Roch, Abel, Weierstrass, etc. We also construct theta functions that are very important for a range of applications.

After that, we turn to modern applications of this theory. First, we build the (important for mathematics and mathematical physics) Kadomtsev-Petviashvili hierarchy and use validated results to arrive at important solutions to these differential equations. We subsequently use the theory of harmonic functions and the theory of differential hierarchies to explicitly construct a conformal mapping that translates an arbitrary contractible domain into a standard disk – a classical problem that has important applications in hydrodynamics, gas dynamics, etc.

The book is based on numerous lecture courses given by the author at the Independent University of Moscow and at the Mathematics Department of the Higher School of Economics.

In the last 30 years a new pattern of interaction between mathematics and physics emerged, in which the latter catalyzed the creation of new mathematical theories. Most notable examples of this kind of interaction can be found in the theory of moduli spaces. In algebraic geometry the theory of moduli spaces goes back at least to Riemann, but they were first rigorously constructed by Mumford only in the 1960s. The theory has experienced an extraordinary development in recent decades, finding an increasing number of connections with other fields of mathematics and physics. In particular, moduli spaces of different objects (sheaves, instantons, curves, stable maps, etc.) have been used to construct invariants (such as Donaldson, Seiberg-Witten, Gromov-Witten, Donaldson-Thomas invariants) that solve longstanding, difficult enumerative problems. These invariants are related to the partition functions and expectation values of quantum field and string theories. In recent years, developments in both fields have led to an unprecedented cross-fertilization between geometry and physics. These striking interactions between geometry and physics were the theme of the CIME School Geometric Representation Theory and Gauge Theory. The School took place at the Grand Hotel San Michele, Cetraro, Italy, in June, Monday 25 to Friday 29, 2018. The present volume is a collection of notes of the lectures delivered at the school. It consists of three articles from Alexander Braverman and Michael Finkelberg, Andrei Negut, and Alexei Oblomkov, respectively.

We propose a novel machine-learning-based approach to detect bid leakage in first-price sealed-bid auctions. We extract and analyze the data on more than 1.4 million Russian procurement auctions between 2014 and 2018. As bid leakage in each particular auction is tacit, the direct classification is impossible. Instead, we reduce the problem of bid leakage detection to Positive-Unlabeled Classification. The key idea is to regard the losing participants as fair and the winners as possibly corrupted. This allows us to estimate the prior probability of bid leakage in the sample, as well as the posterior probability of bid leakage for each specific auction. We find that at least 16% of auctions are exposed to bid leakage. Bid leakage is more likely in auctions with a higher reserve price, lower number of bidders and lower price fall, and where the winning bid is received in the last hour before the deadline.

Workshop concentrates on an interdisciplinary approach to modelling human behavior incorporating data mining and expert knowledge from behavioral sciences. Data analysis results extracted from clean data of laboratory experiments will be compared with noisy industrial datasets from the web e.g. Insights from behavioral sciences will help data scientists. Behavior scientists will see new inspirations to research from industrial data science. Market leaders in Big Data, as Microsoft, Facebook, and Google, have already realized the importance of experimental economics know-how for their business.

In Experimental Economics, although financial rewards restrict subjects preferences in experiments, exclusive application of analytical game theory is not enough to explain the collected data. It calls for the development and evaluation of more sophisticated models. The more data is used for evaluation, the more statistical significance can be achieved. Since large amounts of behavioral data are required to scan for regularities, along with automated agents needed to simulate and intervene in human interactions, Machine Learning is the tool of choice for research in Experimental Economics. This workshop is aimed at bringing together researchers from both Data Analysis and Economics in order to achieve mutually beneficial results.

This is an advanced text on ordinary differential equations (ODES) in Banach and more general locally convex spaces, most notably the ODEs on measures and various function spaces. It yields the concise exposition of the fundamentals with the fast, but rigorous and systematic transition to the up-fronts of modern research in linear and nonlinear partial and pseudo-differential equations, general kinetic equations and fractional evolutions. The level of generality is chosen to be suitable for the study of the most important nonlinear equations of mathematical physics, such as Boltzmann, Smoluchovskii, Vlasov, Landau-Fokker-Planck, Cahn-Hilliard, Hamilton-Jacobi-Bellman, nonlinear Schroedinger, McKean-Vlasov diffusions and their nonlocal extensions, mass-action-law kinetics from chemistry. It also covers nonlinear evolutions arising in evolutionary biology and mean-field games, optimization theory, epidemics and system biology, in general models of interacting particles or agents describing splitting and merging, collisions and breakage, mutations and the preferential-attachment growth on networks. The book is meant for final year undergraduate and postgraduate students and researchers in differential equations and their applications. A significant amount of attention is paid to the interconnections between various topics revealing where and how a particular result is used in other chapters or may be used in other contexts, as well as to the clarification of the links between the languages of pseudo-differential operators, generalized functions, operator theory, abstract linear spaces, fractional calculus and path integrals.

**Provides an overview of the developments and advances in the field of network clustering and blockmodeling over the last 10 years**

This book offers an integrated treatment of network clustering and blockmodeling, covering all of the newest approaches and methods that have been developed over the last decade. Presented in a comprehensive manner, it offers the foundations for understanding network structures and processes, and features a wide variety of new techniques addressing issues that occur during the partitioning of networks across multiple disciplines such as community detection, blockmodeling of valued networks, role assignment, and stochastic blockmodeling.

Written by a team of international experts in the field, *Advances in Network Clustering and Blockmodeling *offers a plethora of diverse perspectives covering topics such as: bibliometric analyses of the network clustering literature; clustering approaches to networks; label propagation for clustering; and treating missing network data before partitioning. It also examines the partitioning of signed networks, multimode networks, and linked networks. A chapter on structured networks and coarsegrained descriptions is presented, along with another on scientific coauthorship networks. The book finishes with a section covering conclusions and directions for future work. In addition, the editors provide numerous tables, figures, case studies, examples, datasets, and more.

*Advances in Network Clustering and Blockmodeling *is an ideal book for graduate and undergraduate students taking courses on network analysis or working with networks using real data. It will also benefit researchers and practitioners interested in network analysis.

The Third Workshop on Computer Modelling in Decision Making (CMDM 2018) was held in Saratov State University (Saratov, Russia) within the VII International Youth Research and Practice Conference ‘Mathematical and Computer Modelling in Economics, Insurance and Risk Management’. The workshop 's main topic is computer and mathematical modeling in decision making in finance, insurance, banking, economic forecasting, investment and financial analysis. Researchers, postgraduate students, academics as well as financial, bank, insurance and government workers participated in the Workshop.

Modal logics, both propositional and predicate, have been used in computer science since the late 1970s. One of the most important properties of modal logics of relevance to their applications in computer science is the complexity of their satisﬁability problem. The complexity of satisﬁability for modal logics is rather high: it ranges from NP-complete to undecidable for propositional logics and is undecidable for predicate logics. This has, for a long time, motivated research in drawing the borderline between tractable and intractable fragments of propositional modal logics as well as between decidable and undecidable fragments of predicate modal logics. In the present thesis, we investigate some very natural restrictions on the languages of propositional and predicate modal logics and show that placing those restrictions does not decrease complexity of satisﬁability. For propositional languages, we consider restricting the number of propositional variables allowed in the construction of formulas, while for predicate languages, we consider restricting the number of individual variables as well as the number and arity of predicate letters allowed in the construction of formulas. We develop original techniques, which build on and develop the techniques known from the literature, for proving that satisﬁability for a ﬁnite-variable fragment of a propositional modal logic is as computationally hard as satisﬁability for the logic in the full language and adapt those techniques to predicate modal logics and prove undecidability of fragments of such logics in the language with a ﬁnite number of unary predicate letters as well as restrictions on the number of individual variables. The thesis is based on four articles published or accepted for publication. They concern propositional dynamic logics, propositional branchingand alternating-time temporal logics, propositional logics of symmetric rela tions, and ﬁrst-order predicate modal and intuitionistic logics. In all cases, we identify the “minimal,” with regard to the criteria mentioned above, fragments whose satisﬁability is as computationally hard as satisﬁability for the entire logic.

This book deals with mathematical modeling, namely, it describes the mathematical model of heat transfer in a silicon cathode of small (nano) dimensions with the possibility of partial melting taken into account. This mathematical model is based on the phase field system, i.e., on a contemporary generalization of Stefan-type free boundary problems. The approach used is not purely mathematical but is based on the understanding of the solution structure (construction and study of asymptotic solutions) and computer calculations. The book presents an algorithm for numerical solution of the equations of the mathematical model including its parallel implementation. The results of numerical simulation concludes the book. The book is intended for specialists in the field of heat transfer and field emission processes and can be useful for senior students and postgraduates.

This volume collects the referred papers based on plenary, invited, and oral talks, as well on the posters presented at the Third International Conference on Computer Simulations in Physics and beyond (CSP2018), which took place September 24-27, 2018 in Moscow. The Conference continues the tradition started by an inaugural conference in 2015. It took place on the campus of A.N. Tikhonov Moscow Institute of Electronics and Mathematics in Strogino, was jointly organized by the National Research University Higher School of Economics, the Landau Institute for Theoretical Physics and Science Center in Chernogolovka.

The Conference is a multidisciplinary meeting, with a focus on computational physics and related subjects. Indeed, methods of computational physics prove useful in a broad spectrum of research in multiple branches of natural sciences, and this volume provides a sample.

We hope that this volume will interest readers, and we are already looking forward to the next conference in the series.

Moscow, Russia

November, 2018

CSP2018 Conference Chair and Volume Editor

Lev Shchur

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature.

In this work we construct and discuss special solutions of a homogeneous problem for the Laplace equation in a domain with the cone-shaped boundaries. The problem at hand is interpreted as that describing oscillatory linear wave movement of a uid under gravity in such a domain. These so- lutions are found in terms of the Mellin transform and by means of the reduction to some new functional-difference equations solved in an explicit form (in quadratures). The behavior of the so- lutions at far distances is studied by use of the saddle point technique. The corresponding eigenoscil- lations of a uid are then interpreted as eigenfunctions of the continuous spectrum.

The monograph provides a detailed presentation of the theory of weak convergence of measures.

This work discusses a possibility to assess the probability of company default using system dynamic model. This approach is based on Monte Carlo Simulation with various inputs for a system dynamic model. The results are compared with the estimations of rating agencies.

This book offers a concise yet thorough introduction to the notion of moduli spaces of complex algebraic curves. Over the last few decades, this notion has become central not only in algebraic geometry, but in mathematical physics, including string theory, as well.

The book begins by studying individual smooth algebraic curves, including the most beautiful ones, before addressing families of curves. Studying families of algebraic curves often proves to be more efficient than studying individual curves: these families and their total spaces can still be smooth, even if there are singular curves among their members. A major discovery of the 20th century, attributed to P. Deligne and D. Mumford, was that curves with only mild singularities form smooth compact moduli spaces. An unexpected byproduct of this discovery was the realization that the analysis of more complex curve singularities is not a necessary step in understanding the geometry of the moduli spaces.

The book does not use the sophisticated machinery of modern algebraic geometry, and most classical objects related to curves – such as Jacobian, space of holomorphic differentials, the Riemann-Roch theorem, and Weierstrass points – are treated at a basic level that does not require a profound command of algebraic geometry, but which is sufficient for extending them to vector bundles and other geometric objects associated to moduli spaces. Nevertheless, it offers clear information on the construction of the moduli spaces, and provides readers with tools for practical operations with this notion.

Based on several lecture courses given by the authors at the Independent University of Moscow and Higher School of Economics, the book also includes a wealth of problems, making it suitable not only for individual research, but also as a textbook for undergraduate and graduate coursework.

This volume, dedicated to the memory of the great American mathematician Bertram Kostant (May 24, 1928 – February 2, 2017), is a collection of 19 invited papers by leading mathematicians working in Lie theory, representation theory, algebra, geometry, and mathematical physics. Kostant’s fundamental work in all of these areas has provided deep new insights and connections, and has created new fields of research. This volume features the only published articles of important recent results of the contributors with full details of their proofs. Key topics include: Poisson structures and potentials (A. Alekseev, A. Berenstein, B. Hoffman) Vertex algebras (T. Arakawa, K. Kawasetsu) Modular irreducible representations of semisimple Lie algebras (R. Bezrukavnikov, I. Losev) Asymptotic Hecke algebras (A. Braverman, D. Kazhdan) Tensor categories and quantum groups (A. Davydov, P. Etingof, D. Nikshych) Nil- Hecke algebras and Whittaker D-modules (V. Ginzburg) Toeplitz operators (V. Guillemin, A. Uribe, Z. Wang) Kashiwara crystals (A. Joseph) Characters of highest weight modules (V. Kac, M. Wakimoto) Alcove polytopes (T. Lam, A. Postnikov) Representation theory of quantized Gieseker varieties (I. Losev) Generalized Bruhat cells and integrable systems (J.-H. Liu, Y. Mi) Almost characters (G. Lusztig) Verlinde formulas (E. Meinrenken) Dirac operator and equivariant index (P.-É. Paradan, M. Vergne) Modality of representations and geometry of-groups (V. L. Popov) Distributions on homogeneous spaces (N. Ressayre) Reduction of orthogonal representations (J.- P. Serre).

Independent domination is one of the rare problems for which the complexity of weighted and unweighted versions is known to be different in some classes of graphs. Trying to better understand the gap between the two versions of the problem, in the present paper we prove two complexity results. First, we extend NP-hardness of the weighted version in a certain class to the unweighted case. Second, we strengthen polynomial-time solvability of the unweighted version in the class of P2+P3-free graphs to the weighted case. This result is tight in the sense that both versions are NP-hard in the class of P3+P3-free graphs, i.e. P3+P3 is a minimal graph forbidding of which produces an NP-hard case for both versions of the problem.

We consider the space $X_h$ of Hermitian matrices having staircase form and the given simple spectrum. There is a natural action of a compact torus on this space. Using generalized Toda flow, we show that $X_h$ is a smooth manifold and its smooth type is independent of the spectrum. Morse theory is then used to show the vanishing of odd degree cohomology, so that $X_h$ is an equivariantly formal manifold. The equivariant and ordinary cohomology rings of $X_h$ are described using GKM-theory. The main goal of this paper is to show the connection between the manifolds $X_h$ and regular semisimple Hessenberg varieties well known in algebraic geometry. Both spaces $X_h$ and Hessenberg varieties form wonderful families of submanifolds in the complete flag variety. There is a certain symmetry between these families which can be generalized to other submanifolds of the flag variety.

A periodic tridiagonal matrix is a tridiagonal matrix with additional two entries at the corners. We study the space $X_{n,\lambda}$ of Hermitian periodic tridiagonal $n\times n$-matrices with a fixed simple spectrum $\lambda$. Using the discretized S\edt{c}hr\"{o}dinger operator we describe all spectra $\lambda$ for which $X_{n,\lambda}$ is a topological manifold. The space $X_{n,\lambda}$ carries a natural effective action of a compact $(n-1)$-torus. We describe the topology of its orbit space and, in particular, show that whenever the isospectral space is a manifold, its orbit space is homeomorphic to $S^4\times T^{n-3}$. There is a classical dynamical system: the flow of the periodic Toda lattice, acting on $X_{n,\lambda}$. Except for the degenerate locus $X_{n,\lambda}^0$, the Toda lattice exhibits Liouville--Arnold behavior, so that the space $X_{n,\lambda}\setminus X_{n,\lambda}^0$ is fibered into tori. The degenerate locus of the Toda system is described in terms of combinatorial geometry: its structure is encoded in the special cell subdivision of a torus, which is obtained from the regular tiling of the euclidean space by permutohedra. We apply methods of commutative algebra and toric topology to describe the cohomology and equivariant cohomology modules of $X_{n,\lambda}$.

**In this paper, we consider the issue of synthesizing optimal control of nonlinear dynamic systems in case of a problem with an unspecified time of the transition process. To solve this problem, an algorithmic method for constructing a suboptimal control is suggested. The basis of this method is the behavior of the Hamiltonian on the optimal trajectory, which corresponds to the required condition of the optimal system. For the synthesis of suboptimal control, the original nonlinear model is replaced by an equivalent model with a linear structure with state-dependent parameters. The use of the quadratic quality functional allows to make the transition from solving the Hamilton-Jacobi-Bellman equation to the Riccati-type equation with state-dependent parameters. A computer simulation of a simple nonlinear system, for which the Riccati equation with state-dependent parameters can be solved, has been carried out. Also, for this system a suboptimal control was created with the use of a new algorithmic parametric optimization method. The simulation results confirm the effectiveness of the method. In addition, the constructed suboptimal control is close to the control obtained by solving the Riccati equation.**

Phase-integral method is applied to study semi-classical limit for the spectral problem related to dynamical system describing quantum mechanical evolution with space-time reflection symmetry. The main goal of the paper is to investigate the relationship between analytic properties of the corresponding potential and the structure of limiting spectral graph. Quantization conditions of Bohr-Sommerfeld type are derived specifying localization of the spectrum for the model problem with a one-parameter family of polynomial potentials treated as deformation of a linear one.

Two new symmetry tests, of integral and Kolmogorov type, based on the characterization by squares of linear statistics are proposed. The test statistics are related to the family of degenerate U-statistics. Their asymptotic properties are explored. The maximal eigenvalue, needed for the derivation of their logarithmic tail behavior, was calculated or approximated using techniques from the theory of linear operators and the perturbation theory. The quality of the tests is assessed using the approximate Bahadur efficiency as well as the simulated powers. The tests are shown to be comparable with some recent and classical tests of symmetry.

In the present paper we prove that frames of one-dimensional separatrices in basins of sources of structurally stable 3-diffeomorhisms with two-dimensional expanding attractor are trivially embedded. This result plays an important part in the classification of such systems. The classification was given by V. Grines and E. Zhuzhoma with assumption that all one-dimensional separatrices are trivially embedded into the ambient manifold but the proof of the assumption was never given. Thus, the present paper is a necessary and nontrivial element of the classification of structurally stable diffeomorphisms with codimension one expanding attractors.

We study fractional smoothness of measures on R^k, that are images of a Gaussian measure under mappings from Gaussian Sobolev classes. As a consequence we obtain Nikolskii--Besov fractional regularity of these distributions under some weak nondegeneracy assumption.

In this short note we show that a weak version of Bernstein’s characterization of the normal distribution implies the local integrability of a measurable solution of the Cauchy functional equation; the linearity of a solution of the Cauchy functional equation is an easy consequence of its local integrability. In its turn, this weak version of Bernstein’s theorem can be derived from Cauchy’s theorem.