IMAGE SEGMENTATION BY PIECEWISE CONSTANT MUMFORD-SHAH MODEL WITHOUT ESTIMATING THE CONSTANTS

In this work, we try to use the so-called Piecewise Constant Level Set Method （PCLSM） for the Mumford-Shah segmentation model. For image segmentation, the Mumford-Shah model needs to find the regions and the constant values inside the regions for the segmen- tation. In order to use PCLSM for this purpose, we need to solve a minimization problem using the level set function and the constant values as minimization variables. In this work, we test on a model such that we only need to minimize with respect to the level set function, i.e., we do not need to minimize with respect to the constant values. Gradient descent method and Newton method are used to solve the Euler-Lagrange equation for the minimization problem. Numerical experiments are given to show the efficiency and advantages of the new model and algorithms.     

一种改进的Heaviside函数与Dirac函数的C-V图像分割研究

C-V模型中Heaviside函数和Dirac函数正则化逼近影响对目标图像的分割,根据Heaviside函数和Dirac函数的性质,提出了新的正则化Heaviside函数和Dirac函数.首先分析了C-V模型中正则化的Heaviside函数和Dirac函数在图像分割中所起的作用,在此基础上提出了新的正则化的Heaviside函数和Dirac函数,改进了C-V模型.实验结果表明,运用正则化的Heaviside函数和Dirac函数的图像分割效果较好.     

一种改进的投资组合模型的算法和实证分析

目前,在Markowitz的均值-方差模型基础上对含有偏度和交易成本模型的研究较少,结合国内市场数据进行研究并做出三维投资组合有效前沿图像的成果更少。在建立两种在交易成本约束条件下以方差和偏度的线性组合为目标函数的最优投资组合模型之后,利用线性函数逼近,将模型转换成线性规划问题,而且这种逼近程度可以控制。用单纯形法求解以得到最优投资组合。利用国内八个上市公司的数据进行实证分析,做出了三维投资组合近似有效前沿图像,并讨论了目标函数最优值和参数的关系。可以发现,目标函数是期望r和参数m的增函数。     

正切函数的图像与性质教学设计

本节课的教学内容是正切函数的图像与性质．是在学生已经掌握了三角函数线的前提下,在学习了正弦函数、余弦函数的图像与性质的基础上,进一步分析和探究正切函数的图像和性质．因为对于函数的研究方法学生已经基本掌握,在实际学习的过程中,学生对通过函数图像研究函数性质的步骤和手段不会感到很陌生．     

基于改进的变分水平集C-V图像分割模型研究

为解决C-V模型中弱边缘或边缘模糊图像分割问题,提出了用边缘停止函数代替正则化Dirac函数的C-V图像分割模型.首先对正则化Heaviside函数和正则化Dirac函数中的参数进行了讨论,然后利用图像边缘信息将梯度算子引入正则化Driac函数中,对C-V模型进行改进,最后,用边缘停止函数代替C-V模型中的正则化Dirac函数.实验结果显示,提出的模型比C-V模型对图像的分割效果更好.     

部分线性函数多项式模型的联合探测北大核心CSCD

本文提出了一个新的部分线性函数多项式回归模型,该模型中响应变量依赖于一个p阶函数多项式和一些非函数型数据的协变量．函数多项式模型、函数线性模型和部分函数线性模型是该模型的特殊情形．本文提出了一个模型探测方法,它能同时探测部分线性函数多项式回归模型中哪些阶是重要的以及哪些非函数型变量是重要的．提出的方法能相合地识别真实的模型并有好的预测表现．数值模拟能清晰地证实我们的理论结果．     

具有增益的概率网络金融计划模型

本文绘出一类具有增益的概率网络金融计划模型．许多多阶段金融计划问题可纳入这类模型．在这类模型中,随机变量的分布函数与Alexander过滤交易规则密切联系在一起,金融市场交易信号由神经网络产生,目标函数的最优值按其期望值计算．文中提出临界流和临界路的概念,给出目标函数下界等于其期望值的充分必要条件和期望最优解的求解方法．     

例析数形结合思想方法——基于二次函数典型例题的探索

数形结合是研究函数的重要方法之一．通过研究函数图像,可有助于学生直观地理解函数及其性质,从而较好地应用函数的知识解决相关问题．二次函数是初中数学的重点内容之一,也是教与学的重点和难点,是各地中考数学必考查的核心内容之一．学生在解决二次函数的相关问题时,由于缺乏对二次函数图像及其性质的正确认识和理解,忽视函数图像的作用,往往在解与二次函数相关的问题时,很难找准切人点,得分率较低,部分学生因此产生畏惧心理,失去解题信心．本文通过对二次函数典型例题剖析与探索,希望能在解决问题的策略与方法上对正在学习此内容的初三学生有所启迪,有所帮助．     

一类随机多目标二次线性规划模型的交互式算法

针对线性约束条件下带有一个二次目标函数和多个线性目标函数的随机多目标决策问题，借助参考方向法和权重法对该决策问题的期望值模型进行标量化，获得了关于期望值模型的（恰当／弱）有效解的充要条件，引入Ａｃｈｉｅｖｅｍｅｎｔ函数建立了一类随机多目标二次线性规划模型的交互式计算方法．     

解抽象函数问题的三大策略

函数是中学数学的重点内容,而抽象函数问题又是函数内容的难点之一．抽象函数是指没有给出具体的函数解析式或图像,但给出了函数满足的一部分性质或运算法则．由于此类函数问题既能全面地考查学生对函数概念的理解及性质的代数推理和论证能力     

A modified Chan-Vese model and its theoretical proof

We present a modified Chan-Vese functional and give its theoretical proof. By using the geometric heat flow method to all the Euler-Lagrange equations, a system of evolution equations in level set formulation is derived. We study the existence of solution to this system by Schauder fixed point theorem and the implicit function theorem in Banach space. This variational formulation can detect interior and exterior boundaries of desired object(s) in color images.     

A quantum model with one fermionic degree of freedom

A quantum model with one fermionic degree of freedom is discussed in detail. The operator action of the model has local operator gauge symmetry. A group of constrains on operator gauge potentialB ₀ and gauge transformation operatorU from some physical requirement are obtained. The Euler-Lagrange equation of motion of fermionic operator φ is just the usual equation of motion of fermion type. And the Euler-Lagrange equation of motion of operator gauge potentialB ₀ is just a constraint, which is just. the canonical quantization condition of fermion.     

Generalization of Ulam stability problem for Euler-Lagrange quadratic mappings

In 1968 S.M. Ulam proposed the problem: “When is it true that by changing a little the hypotheses of a theorem one can still assert that the thesis of the theorem remains true or approximately true?” In 1978 P.M. Gruber proposed the Ulam type problem: “Suppose a mathematical object satisfies a certain property approximately. Is it then possible to approximate this object by objects, satisfying the property exactly?” In this paper we solve the generalized Ulam stability problem for non-linear Euler-Lagrange quadratic mappings satisfying approximately a mean equation and an Euler-Lagrange type functional equations in quasi-Banach spaces and p-Banach spaces.     

Variational problems on multiply connected thin strips III: Integration of the Ginzburg-Landau equations over graphs

We analyze the one-dimensional Ginzburg-Landau functional of superconductivity on a planar graph. In the Euler-Lagrange equations, the equation for the phase can be integrated, provided that the order parameter does not vanish at the vertices; in this case, the minimization of the Ginzburg-Landau functional is equivalent to the minimization of another functional, whose unknowns are a real-valued function on the graph and a finite set of integers.

     

3D Multiphase Piecewise Constant Level Set Method Based on Graph Cut Minimization

Segmentation of three-dimensional (3D) complicated structures is of great importance for many real applications. In this work we combine graph cut minimization method with a variant of the level set idea for 3D segmentation based on the Mumford-Shah model. Compared with the traditional approach for solving the Euler-Lagrange equation we do not need to solve any partial differential equations. Instead, the minimum cut on a special designed graph need to be computed. The method is tested on data with complicated structures. It is rather stable with respect to initial value and the algorithm is nearly parameter free. Experiments show that it can solve large problems much faster than traditional approaches.     

The calibration of volatility for option pricing models with jump diffusion processes

This paper is devoted to calibrate smooth local volatility surface under jump-diffusion processes. This calibration problem is posed as an inverse problem: given a finite set of observed European option prices, find a local volatility function such that the theoretical option prices matches the observed ones optimally with respect to a prescribed performance criterion. Firstly, we obtain an Euler-Lagrange equation for the calibration problem using Tikhonov regularization method. Then we solve the Euler–Lagrange equation using an iterative algorithm and obtain the volatility. Finally, numerical experiments show the effectiveness of the proposed method.     

Generic properties of stationary state solutions of reaction-diffusion equations

The problem of constructing variational principles for a given second-order quasi-linear partial differential equation is considered. In particular, we address the problem of finding a first-order function f whose product with the given differential operator is the Euler-Lagrange operator derived from some Lagrangian. Two sets of equations for such a function f are obtained. Necessary and sufficient conditions for the integration of the first set are established in general and these lead to a considerable simplification of the second set. In certain special cases, such as the case when the operator is elliptic, the problem is completely solved. The utility of our results is illustrated by a variety of examples.     

Level set evolution for boundary extraction based on a p-Laplace equation

This paper presents a new approach to boundary extraction. We represent the object boundary by a level set model that is embedded in several scalar functions. The motion of the dynamic interface is governed by a p-Laplace equation. Such level set models are flexible in handling complex topological changes and are concise in extracting object boundaries despite of deep depression. Furthermore, a relatively smooth evolution can be maintained without re-initialization. The cost of this method is moderate. The accuracy and efficiency of the proposed algorithm are illustrated by several numerical examples.     

Investigation of the behavior of weak waves in the solution of a vector variational wave equation

We consider nonsmooth solutions of the system of Euler-Lagrange equations corresponding to a variational problem with several unknown functions of several variables and with a quadratic functional. The propagation of weak discontinuities is described by the equations of the method of singular characteristics developed by Melikyan. The onset and interaction of weak discontinuities of the solution caused by nonsmooth initial conditions are studied by numerical-analytic methods. We develop two computer programs for shock-fitting and shock-capturing computations. The approach was earlier applied by the authors to the analysis of a variational wave equation, namely, to the solution of the Euler-Lagrange equation for a variational problem with a single unknown function.