Mean Curvature Flow via Convex Functions on Grassmannian Manifolds

Using the convex functions on Grassmannian manifolds, the authors obtain the interior estimates for the mean curvature flow of higher codimension. Confinable properties of Gauss images under the mean curvature flow have been obtained, which reveal that if the Gauss image of the initial submanifold is contained in a certain sublevel set of the v-function, then all the Gauss images of the submanifolds under the mean curvature flow are also contained in the same sublevel set of the v-function. Under such restrictions, curvature estimates in terms of v-function composed with the Gauss map can be carried out.     

广义凸集的支撑函数

本文讨论了笔者在[1]中提出的伪凸集,拟凸集的支撑函数与障碍锥的性质,并通过这些性质得出了二个闭性准则。     

Well/Ill Posedness for the Euler-Korteweg-Poisson System and Related Problems

We consider a general Euler-Korteweg-Poisson system in R ³, supplemented with the space periodic boundary conditions, where the quantum hydrodynamics equations and the classical fluid dynamics equations with capillarity are recovered as particular examples. We show that the system admits infinitely many global-in-time weak solutions for any sufficiently smooth initial data including the case of a vanishing initial density - the vacuum zones. Moreover, there is a vast family of initial data, for which the Cauchy problem possesses infinitely many dissipative weak solutions, i.e. the weak solutions satisfying the energy inequality. Finally, we establish the weak-strong uniqueness property in a class of solutions without vacuum. In this paper we show that, even in presence of a dispersive tensor, we have the same phenomena found by De Lellis and Székelyhidi.     

An anisotropic area-preserving flow for convex plane curves

This paper will deal with an anisotropic area-preserving flow which keeps the convexity of the evolving curve and the limiting curve converges to a homothety of a symmetric smooth strictly convex plane curve.     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹     

Going Off the Grid: Iterative Model Selection for Biclustered Matrix Completion

We consider the problem of performing matrix completion with side information on row-by-row and column-by-column similarities. We build upon recent proposals for matrix estimation with smoothness constraints with respect to row and column graphs. We present a novel iterative procedure for directly minimizing an information criterion to select an appropriate amount of row and column smoothing, namely, to perform model selection. We also discuss how to exploit the special structure of the problem to scale up the estimation and model selection procedure via the Hutchinson estimator, combined with a stochastic Quasi-Newton approach. Supplementary material for this article is available online.     

Some remarks on the geodetic number of a graph

A set of vertices D of a graph G is geodetic if every vertex of G lies on a shortest path between two not necessarily distinct vertices in D. The geodetic number of G is the minimum cardinality of a geodetic set of G.We prove that it is NP-complete to decide for a given chordal or chordal bipartite graph G and a given integer k whether G has a geodetic set of cardinality at most k. Furthermore, we prove an upper bound on the geodetic number of graphs without short cycles and study the geodetic number of cographs, split graphs, and unit interval graphs.     

The Neumann problem and Helmholtz decomposition in convex domains

We show that the Neumann problem for Laplace's equation in a convex domain Ω with boundary data in Lp(∂Ω) is uniquely solvable for 1<p<∞. As a consequence, we obtain the Helmholtz decomposition of vector fields in Lp(Ω,Rd).     

ON EQUILIBRIUM PRICING AS CONVEX OPTIMIZATION

We study competitive economy equilibrium computation. We show that, for the first time, the equilibrium sets of the following two markets： 1. A mixed Fisher and Arrow- Debreu market with homogeneous and log-concave utility functions; 2. The Fisher and Arrow-Debreu markets with several classes of concave non-homogeneous utility functions; are convex or log-convex. Furthermore, an equilibrium can be computed as convex opti- mization by an interior-point algorithm in polynomial time.     

A search method for optimal control of a flow shop system of traditional machines

We consider a convex and nondifferentiable optimization problem for deterministic flow shop systems in which the arrival times of the jobs are known and jobs are processed in the order they arrive. The decision variables are the service times that are to be set only once before processing the first job, and cannot be altered between processes. The cost objective is the sum of regular costs on job completion times and service costs inversely proportional to the controllable service times. A finite set of subproblems, which can be solved by trust-region methods, are defined and their solutions are related to the optimal solution of the optimization problem under consideration. Exploiting these relationships, we introduce a two-phase search method which converges in a finite number of iterations. A numerical study is held to demonstrate the solution performance of the search method compared to a subgradient method proposed in earlier work.