A matrix rational Lanczos method for model reduction in large‐scale first‐ and second‐order dynamical systems

In the present paper, we describe an adaptive modified rational global Lanczos algorithm for model‐order reduction problems using multipoint moment matching‐based methods. The major problem of these methods is the selection of some interpolation points. We first propose a modified rational global Lanczos process and then we derive Lanczos‐like equations for the global case. Next, we propose adaptive techniques for choosing the interpolation points. Second‐order dynamical systems are also considered in this paper, and the adaptive modified rational global Lanczos algorithm is applied to an equivalent state space model. Finally, some numerical examples will be given.     

Optimal portfolio execution under time-varying liquidity constraints

In this article, we take an algorithmic approach to solve the problem of optimal execution under time-varying constraints on the depth of a limit order book (LOB). Our algorithms are within the resilience model proposed by Obizhaeva and Wang (2013) with a more realistic assumption on the order book depth; the amount of liquidity provided by an LOB market is finite at all times. For the simplest case where the order book depth stays at a fixed level for the entire trading horizon, we reduce the optimal execution problem into a one-dimensional root-finding problem which can be readily solved by standard numerical algorithms. When the depth of the order book is monotone in time, we apply the Karush-Kuhn-Tucker conditions to narrow down the set of candidate strategies. Then, we use a dichotomy-based search algorithm to pin down the optimal one. For the general case, we start from the optimal strategy subject to no liquidity constraints and iterate over execution strategy by sequentially adding more constraints to the problem in a specific fashion until primal feasibility is achieved. Numerical experiments indicate that our algorithms give comparable results to those of current existing convex optimization toolbox CVXOPT with significantly lower time complexity.     

A complete characterization of disjunctive conic cuts for mixed integer second order cone optimization

We study the convex hull of the intersection of a disjunctive set defined by parallel hyperplanes and the feasible set of a mixed integer second order cone optimization (MISOCO) problem. We extend our prior work on disjunctive conic cuts (DCCs), which has thus far been restricted to the case in which the intersection of the hyperplanes and the feasible set is bounded. Using a similar technique, we show that one can extend our previous results to the case in which that intersection is unbounded. We provide a complete characterization in closed form of the conic inequalities required to describe the convex hull when the hyperplanes defining the disjunction are parallel.     

A new operational vector approach for time-fractional subdiffusion equations of distributed order based on hybrid functions

This research study deals with the numerical solutions of linear and nonlinear time-fractional subdiffusion equations of distributed order. The main aim of our approach is based on the hybrid of block-pulse functions and shifted Legendre polynomials. We produce a novel and exact operational vector for the fractional Riemann–Liouville integral and use it via the Gauss–Legendre quadrature formula and collocation method. Consequently, we reduce the proposed equations to systems of equations. The convergence and error bounds for the new method are investigated. Six problems are tested to confirm the accuracy of the proposed approach. Comparisons between the obtained numerical results and other existing methods are provided. Numerical experiments illustrate the reliability, applicability, and efficiency of the proposed method.     

A Low Order Nonconforming Mixed Finite Element Method for Non-Stationary Incompressible Magnetohydrodynamics System

A low order nonconforming mixed finite element method (FEM) is established for the fully coupled non-stationary incompressible magnetohydrodynamics (MHD) problem in a bounded domain in 3D. The lowest order finite elements on tetrahedra or hexahedra are chosen to approximate the pressure, the velocity field and the magnetic field, in which the hydrodynamic unknowns are approximated by inf-sup stable finite element pairs and the magnetic field by $H^1(\Omega)$-conforming finite elements, respectively. The existence and uniqueness of the approximate solutions are shown. Optimal order error estimates of $L^2(H^1)$-norm for the velocity field, $L^2(L^2)$-norm for the pressure and the broken $L^2(H^1)$-norm for the magnetic field are derived.     

Simulation of the interaction of light with 3-D metallic nanostructures using a proper orthogonal decomposition-Galerkin reduced-order discontinuous Galerkin time-domain method

In this artice, we report on a reduced-order model (ROM) based on the proper orthogonal decomposition (POD) technique for the system of 3-D time-domain Maxwell's equations coupled to a Drude dispersion model, which is employed to describe the interaction of light with nanometer scale metallic structures. By using the singular value decomposition (SVD) method, the POD basis vectors are extracted offline from the snapshots produced by a high order discontinuous Galerkin time-domain (DGTD) solver. With a Galerkin projection and a second order leap-frog (LF₂) time discretization, a discrete ROM is constructed. The stability condition of the ROM is then analyzed. In particular, when the boundary is a perfect electric conductor condition, the global energy of the ROM is bounded, which is consistent with the characteristics of global energy in the DGTD method. It is shown that the ROM based on Galerkin projection can maintain the stability characteristics of the original high dimensional model. Numerical experiments are presented to verify the accuracy, demonstrate the capabilities of the POD-based ROM and assess its efficiency for 3-D nanophotonic problems.     

Weighted isoperimetric inequalities in warped product manifolds

We prove some sharp isoperimetric type inequalities in warped product manifolds, or more generally, multiply warped product manifolds. We also relate them to inequalities involving the higher order mean-curvature integrals. Applications include some sharp eigenvalue estimates, Pólya-Szegö inequality, Faber-Krahn inequality, Sobolev inequality and some sharp geometric inequalities in some warped product spaces.     

Identification of the zeroth-order coefficient and fractional order in a time-fractional reaction-diffusion-wave equation

In this paper, we investigate an inverse problem of recovering the zeroth-order coefficient and fractional order simultaneously in a time-fractional reaction-diffusion-wave equation by using boundary measurement data from both of uniqueness and numerical method. We prove the uniqueness of the considered inverse problem and the Lipschitz continuity of the forward operator. Then the inverse problem is formulated into a variational problem by the Tikhonov-type regularization. Based on the continuity of the forward operator, we prove that the minimizer of the Tikhonov-type functional exists and converges to the exact solution under an a priori choice of regularization parameter. The steepest descent method combined with Nesterov acceleration is adopted to solve the variational problem. Three numerical examples are presented to support the efficiency and rationality of our proposed method.     

Higher-Order $(F,\alpha, \beta, \rho, d, E) $-Convexity in Fractional Programming

In this paper we define higher order $(F,\alpha, \beta, \rho,d, E)$-convex function with respect to $E$-differentiable function $K$ and obtain optimality conditions for nonlinear programming problem (NP) from the concept of higher order $(F,\alpha, \beta, \rho,d)$-convexity. Here, we establish Mond-Weir and Wolfe duality for (NP) and utilize these duality in nonlinear fractional programming problem.     

多重短程有序准化学模型: 有序原子对的对立与统一

在准化学模型框架下, 假设有序原子对同时具有可区分与不可区分的双重属性, 首先构造了双重短程有序准化学模型, 然后讨论了该模型所能满足的各类理论极限. 经总结提炼, 提出了有序原子对的对立统一理论. 基于该理论, 进一步将双重短程有序准化学模型做了一般化推广, 开发了多重短程有序准化学模型. 该模型能够有效描述二元熔体中存在多重短程有序构型时的热力学行为. 选取了至少存在两重短程有序构型的Bi-K熔体来检验模型的合理性和可靠性. 结果表明, 除配位数外, 只需4个模型参数就能合理再现该二元熔体所有的热化学数据.