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GLOBAL OPTIMIZATION FOR THE PORTFOLIO SELECTION MODEL WITH HIGH-ORDER MOMENTS

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arXiv 2022年

作者： Yang, Liu Yang, Yi Zhong, Suhan Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan University School of Mathematics and Computational Sciences Xiangtan University Hunan Xiangtan411105 China School of Mathematics Hunan City University Hunan Yiyang413000 China Department of Mathematics Texas A&M University College StationTX77843-3368 United States

In this paper, we study the global optimality of polynomial portfolio optimization (PPO). The PPO is a kind of portfolio selection model with high-order moments and flexible risk preference parameters. We introduce a perturbation sample average approximation method, which can give a robust approximation of the PPO in form of linear conic optimization. The approximated problem can be solved globally with Moment-SOS relaxations. We summarize a semidefinite algorithm, which can be used to find reliable approximations of the optimal value and optimizer set of the PPO. Numerical examples are given to show the efficiency of the algorithm. Copyright © 2022, The Authors. All rights reserved.

关键词： Global optimization

Towards chemical accuracy using a multi-mesh adaptive finite element method in all-electron density functional theory

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arXiv 2023年

作者： Kuang, Yang Shen, Yedan Hu, Guanghui Guangdong University of Technology China School of Mathematics and Information Science Guangzhou University China Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan University China Department of Mathematics Guangdong-Hong Kong-Macao Joint Laboratory for Data-Driven Fluid Mechanics and Engineering Applications University of Macau China Zhuhai UM Science and Technology Research Institute Zhuhai China

Chemical accuracy serves as an important metric for assessing the effectiveness of the numerical method in Kohn-Sham density functional theory. It is found that to achieve chemical accuracy, not only the Kohn-Sham wavefunctions but also the Hartree potential, should be approximated accurately. Under the adaptive finite element framework, this can be implemented by constructing the a posteriori error indicator based on approximations of the aforementioned two quantities. However, this way results in a large amount of computational cost. To reduce the computational cost, we propose a novel multi-mesh adaptive method, in which the Kohn-Sham equation and the Poisson equation are solved in two different meshes on the same computational domain, respectively. With the proposed method, chemical accuracy can be achieved with less computational consumption compared with the adaptive method on a single mesh, as demonstrated in a number of numerical experiments. © 2023, CC BY.

关键词： Poisson equation

Nucleation and phase transition of decagonal quasicrystals

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arXiv 2024年

作者： Zhou, Tiejun Zhang, Lei Zhang, Pingwen Shi, An-Chang Jiang, Kai Hunan Key Laboratory for Computation and Simulation in Science and Engineering Key Laboratory of Intelligent Computing and Information Processing Ministry of Education School of Mathematics and Computational Science Xiangtan University Hunan Xiangtan411105 China Beijing International Center for Mathematical Research Peking University Beijing100871 China School of Mathematics and Statistics Wuhan University Wuhan430072 China School of Mathematical Sciences Peking University Beijing100871 China Department of Physics and Astronomy McMaster University HamiltonL8S 4M1 Canada

In this work, we study the nucleation of quasicrystals from liquid or periodic crystals by developing an efficient order-order phase transition algorithm, namely the nullspace-preserving saddle search method. Specifically, we focus on nucleation and phase transitions of the decagonal quasicrystal (DQC) based on the Lifshitz-Petrich model. We present the nucleation path of DQC from the liquid and demonstrate one- and two-stage transition paths between DQC and periodic crystals. We provide a perspective of the group-subgroup phase transition and nucleation rates to understand the nucleation and phase transition mechanisms involving DQC. These results reveal the one-step and stepwise modes of symmetry breaking or recovery in the phase transition from DQC, where the stepwise modes are more probable. Copyright © 2024, The Authors. All rights reserved.

关键词： Quasicrystals

FAS-UNet: A Novel FAS-driven Unet to Learn Variational Image Segmentation

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arXiv 2022年

作者： Zhu, Hui Shu, Shi Zhang, Jianping The School of Mathematics and Computational Science Xiangtan University Key Laboratory of Intelligent Computing & Information Processing Ministry of Education China The School of Mathematics and Computational Science Xiangtan University Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan411105 China The School of Mathematics and Computational Science Xiangtan University Hunan National Applied Mathematics Center China

Solving variational image segmentation problems with hidden physics is often expensive and requires different algorithms and manually tunes model parameter. The deep learning methods based on the U-Net structure have obtained outstanding performances in many different medical image segmentation tasks, but designing such networks requires a lot of parameters and training data, not always available for practical problems. In this paper, inspired by traditional multi-phase convexity Mumford-Shah variational model and full approximation scheme (FAS) solving the nonlinear systems, we propose a novel variational-model-informed network (denoted as FAS-Unet) that exploits the model and algorithm priors to extract the multi-scale features. The proposed model-informed network integrates image data and mathematical models, and implements them through learning a few convolution kernels. Based on the variational theory and FAS algorithm, we first design a feature extraction sub-network (FAS-Solution module) to solve the model-driven nonlinear systems, where a skip-connection is employed to fuse the multi-scale features. Secondly, we further design a convolution block to fuse the extracted features from the previous stage, resulting in the final segmentation possibility. Experimental results on three different medical image segmentation tasks show that the proposed FAS-Unet is very competitive with other state-of-the-art methods in qualitative, quantitative and model complexity evaluations. Moreover, it may also be possible to train specialized network architectures that automatically satisfy some of the mathematical and physical laws in other image problems for better accuracy, faster training and improved generalization. The code is available at https://***/zhuhui100/FASUNet. Copyright © 2022, The Authors. All rights reserved.

关键词： Image segmentation

Theory of polygonal phases self-assembled from T-shaped liquid crystalline molecules

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arXiv 2023年

作者： He, Zhijuan Wang, Xin Zhang, Pingwen Shi, An-Chang Jiang, Kai Hunan Key Laboratory for Computation and Simulation in Science and Engineering Key Laboratory of Intelligent Computing and Information Processing of Ministry of Education School of Mathematics and Computational Science Xiangtan University Hunan Xiangtan411105 China School of Mathematics and Statistics Wuhan University Wuhan430072 China School of Mathematical Sciences Peking University Beijing100871 China Department of Physics and Astronomy McMaster University HamiltonONL8S 4M1 Canada

Extensive experimental studies have shown that numerous ordered phases can be formed via the self-assembly of T-shaped liquid crystalline molecules (TLCMs) composed of a rigid backbone, two flexible end chains and a flexible side chain. However, a comprehensive understanding of the stability and formation mechanisms of these intricately nanostructured phases remains incomplete. Here we fill this gap by carrying out a theoretical study of the phase behaviour of TLCMs. Specifically, we construct phase diagrams of TLCMs by computing the free energy of different ordered phases of the system. Our results reveal that the number of polygonal edges increases as the length of side chain or interaction strength increases, consistent with experimental observations. The theoretical study not only reproduces the experimentally observed phases and phase transition sequences, but also systematically analyzes the stability mechanism of the polygonal phases. Copyright © 2023, The Authors. All rights reserved.

关键词： Free energy

Tilt grain boundaries of hexagonal structures: a spectral viewpoint

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arXiv 2021年

作者： Jiang, Kai Si, Wei Xu, Jie School of Mathematics and Computational Science Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan University Xiangtan Hunan411105 China Chinese Academy of Sciences Beijing China

We propose a spectral viewpoint for grain boundaries that are generally quasiperiodic. To accurately capture the spectra computationally, it is crucial to adopt the projection method for quasiperiodic functions. Armed with the Lifshitz–Petrich free energy, we take the spectral viewpoint to examine tilt grain boundaries of the hexagonal phase. Several ingredients of grain boundaries are extracted, which are not easy to obtain from real-space profiles. We find that only a few spectra substantially contribute to the formation of grain boundaries. Their linear relation to the intrinsic spectra of the bulk hexagonal phase is independent of the tilt angle. By examining the feature of the spectral intensities, we propose a definition of the interface width. The widths calculated from this definition are consistent with visual *** Codes 65N35, 70H12, 82B24 © 2021, CC BY.

关键词： Grain boundaries

Design and Adaptive Finite Element simulation of Conformal Transformation Optics Devices with Isotropic Materials

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SSRN

SSRN 2022年

作者： Yang, Wei He, Bin Wang, Hao Department of Mathematics Lanzhou Jiaotong University Gansu Lanzhou730070 China School of Mathematics and Statistics Anhui Normal University Anhui Wuhu241000 China Hunan Key Laboratory for Computation and Simulation in Science and Engineering School of Mathematics and Computational Science Xiangtan University Hunan Xiangtan411105 China

Traditional transform optical devices are designed from anisotropic magnetic materials which are difficult to fabricate. In this paper, we design and simulate a conformal carpet invisible cloak and bending waveguide device with isotropic material. According to the existing conformal coordinate transformation, we deduce the perfect parameters required by the conformal device. And the finite element method and error analysis of the model equation and the basic process of adaptive algorithm are given. We first simulated a carpet cloak and bending waveguide device with perfect parameters;then we used the idea of parameter segmentation to design a carpet cloak that requires 35 isotropic materials and use the idea of layering to design the conformal bending waveguide device, and relevant numerical results are presented;finally, we designed the adaptive finite element algorithm to realize the numerical simulation of Maxwell's equations in isotropic material isotropic material. © 2022, The Authors. All rights reserved.

关键词： Error analysis

Nest-DGIL: Nesterov-optimized Deep Geometric Incremental Learning for CS Image Reconstruction

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arXiv 2023年

作者： Fan, Xiaohong Yang, Yin Chen, Ke Feng, Yujie Zhang, Jianping The School of Mathematics and Computational Science Xiangtan University Hunan Key Laboratory for Computation and Simulation in Science and Engineering Xiangtan411105 China The School of Mathematics and Computational Science Xiangtan University Hunan National Applied Mathematics Center Xiangtan411105 China The Centre for Mathematical ImagingTechniques Department of Mathematical Sciences The University of Liverpool Department of Mathematics and Statistics University of Strathclyde Glasgow United Kingdom The School of Mathematics and Computational Science Xiangtan University The Key Laboratory of Intelligent Computing & Information Processing The Ministry of Education Xiangtan411105 China

Proximal gradient-based optimization is one of the most common strategies to solve inverse problem of images, and it is easy to implement. However, these techniques often generate heavy artifacts in image reconstruction. One of the most popular refinement methods is to fine-tune the regularization parameter to alleviate such artifacts, but it may not always be sufficient or applicable due to increased computational costs. In this work, we propose a deep geometric incremental learning framework based on the second Nesterov proximal gradient optimization. The proposed end-to-end network not only has the powerful learning ability for high-/low-frequency image features, but also can theoretically guarantee that geometric texture details will be reconstructed from preliminary linear reconstruction. Furthermore, it can avoid the risk of intermediate reconstruction results falling outside the geometric decomposition domains and achieve fast convergence. Our reconstruction framework is decomposed into four modules including general linear reconstruction, cascade geometric incremental restoration, Nesterov acceleration, and post-processing. In the image restoration step, a cascade geometric incremental learning module is designed to compensate for missing texture information from different geometric spectral decomposition domains. Inspired by the overlap-tile strategy, we also develop a post-processing module to remove the block effect in patch-wise-based natural image reconstruction. All parameters in the proposed model are learnable, an adaptive initialization technique of physical parameters is also employed to make model flexibility and ensure converging smoothly. We compare the reconstruction performance of the proposed method with existing state-of-the-art methods to demonstrate its superiority. Our source codes are available at https://***/fanxiaohong/Nest-DGIL. Copyright © 2023, The Authors. All rights reserved.

关键词： Image reconstruction

A Jacobi Collocation Method for the Fractional Ginzburg-Landau Differential Equation

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Advances in Applied Mathematics and Mechanics 2020年第1期12卷 57-86页

作者： Yin Yang Jianyong Tao Shangyou Zhang Petr V.Sivtsev Hunan Key Laboratory for Computation and Simulation in Science and Engineering Key Laboratory of Intelligent Computing&Information Processing of Ministry of EducationSchool of Mathematics and Computational ScienceXiangtan UniversityXiangtanHunan 411105China Department of Mathematical Sciences University of DelawareNewarkDE 19716USA International Scientific and Research Laboratory of Multiscale Model Reduction and High Performance Computing Ammosov North Eastern UniversityKulakovskogo677013YakutskRussia

In this paper,we design a collocation method to solve the fractional Ginzburg-Landau equation.A Jacobi collocation method is developed and implemented in two ***,we space-discretize the equation by the Jacobi-Gauss-Lobatto collocation(JGLC)method in one-and two-dimensional *** equation is then converted to a system of ordinary differential equations(ODEs)with the time variable based on *** second step applies the Jacobi-Gauss-Radau collocation(JGRC)method for the time ***,we give a theoretical proof of convergence of this Jacobi collocation method and some numerical results showing the proposed scheme is an effective and high-precision algorithm.

关键词： The fractional Ginzburg-Landau equation Jacobi collocation method convergence