Bivariate Free Knot Splines

We consider the least squares approximation of gridded 2D data by tensor product splines with free knots. The smoothing functional to be minimized—a generalization of the univariate Schoenberg functional—is chosen in such a way that the solution of the bivariate problem separates into the solution of a sequence of univariate problems in case of fixed knots. The resulting optimization problem is a constrained separable least squares problem with tensor product structure. Based on some ideas developed by the authors for the univariate case, an efficient method for solving the specially structured 2D problem is proposed, analyzed and tested on hand of some examples from the literature.     

2+1维SU(2)格点规范场胶球质量的七阶RPA近似

采用无规相近似(RPA)方法,用空心图作为试探波函数,利用Feymann?Hellman定理计算七阶2?+?1维SU(2?)格点规范场的胶球质量,在弱耦合区1/g2?=1.0?–?1.8胶球质量表现出良好的标度行为,基本趋于常数(m/e2?≈1.2?0±0?.0?1)?.     

Magnetic bubble refraction and quasibreathers in inhomogeneous antiferromagnets

We study the dynamics of magnetic bubble solitons in a two-dimensional isotropic antiferromagnetic spin lattice in the case where the exchange integral J(x, y) is position dependent. In the near-continuum regime, this system is described by the relativistic O(3) sigma model on a space-time with a spatially inhomogeneous metric determined by J. We use the geodesic approximation to describe the low-energy soliton dynamics in this system: the n-soliton motion is approximated by geodesic motion in the moduli space M _n of static n-solitons equipped with the L ² metric γ. We obtain explicit formulas for γ for various natural choices of J(x, y). Based on these, we show that single soliton trajectories are refracted with J⁻¹ being analogous to the refractive index and that this refraction effect allows constructing simple bubble lenses and bubble guides. We consider the case where J has a disk inhomogeneity (with the value J ₊ outside a disk and J ₋ < J ₊ inside) in detail. We argue that for sufficiently large J ₊/J ₋, this type of antiferromagnet supports approximate quasibreathers: two or more coincident bubbles confined within the disk spin internally while their shape oscillates with a generically incommensurate period. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 152, No. 1, pp. 191–208, July, 2007.     

求解P0函数互补问题的一种微分方程方法

本针对P0函数互补问题，给出了一种微方程方法，并且证明了P0函数互补问题的解是微分方程系统的渐进稳定平衡点。在适当的假设条件下，证明了所给出的算法具有二次收敛速度。几个数值例子表明了该算法的有效性。     

等式与界约束非线性优化信赖域算法的全局收敛

§ 1　ＩｎｔｒｏｄｕｃｔｉｏｎＣｏｎｓｉｄｅｒｔｈｅｆｏｌｌｏｗｉｎｇｎｏｎｌｉｎｅａｒｏｐｔｉｍｉｚａｔｉｏｎｐｒｏｂｌｅｍ :ｍｉｎｉｍｉｚｅｆ(ｘ)ｓｕｂｊｅｃｔｔｏＣ(ｘ) =0 ,　ａ≤ｘ≤ｂ ,( 1 .1 )ｗｈｅｒｅｆ(ｘ) :Ｒｎ→Ｒ ,Ｃ(ｘ) =(ｃ1(ｘ) ,ｃ2 (ｘ) ,...,ｃｍ(ｘ) ) Ｔ:Ｒｎ→Ｒｍ ａｒｅｔｗｉｃｅｃｏｎｔｉｎｕｏｕｓｌｙｄｉｆｆｅｒｅｎｔｉａｂｌｅ,ｍ≤ｎ ,ａ ,ｂ∈Ｒｎ.Ｔｒｕｓｔｒｅｇｉｏｎａｌｇｏｒｉｔｈｍｓａｒｅｖｅｒｙｅｆｆｅｃｔｉｖｅｆｏｒｓｏｌｖｉｎｇｎｏｎｌｉｎｅａｒｏｐｔｉｍｉ…     

A note on the complex semi‐definite matrix Procrustes problem

This note outlines an algorithm for solving the complex ‘matrix Procrustes problem’. This is a least‐squares approximation over the cone of positive semi‐definite Hermitian matrices, which has a number of applications in the areas of Optimization, Signal Processing and Control. The work generalizes the method of Allwright (SIAM J. Control Optim. 1988; 26 (3):537–556), who obtained a numerical solution to the real‐valued version of the problem. It is shown that, subject to an appropriate rank assumption, the complex problem can be formulated in a real setting using a matrix‐dilation technique, for which the method of Allwright is applicable. However, this transformation results in an over‐parametrization of the problem and, therefore, convergence to the optimal solution is slow. Here, an alternative algorithm is developed for solving the complex problem, which exploits fully the special structure of the dilated matrix. The advantages of the modified algorithm are demonstrated via a numerical example. Copyright © 2007 John Wiley & Sons, Ltd.     

Solitary wave solutions of nonlinear financial markets :data-modeling-concept-practicing

This paper seeks to solve the difficult nonlinear problem in financial markets on the complex system theory and the nonlinear dynamics principle, with the data-model-concept-practice issue-oriented reconstruction of the phase space by the high frequency trade data. In theory, we have achieved the differentiable manifold geometry configuration, discovered the Yang-Mills functional in financial markets, obtained a meaningful conserved quantity through corresponding space-time non-Abel localization gauge symmetry transformation, and derived the financial solitons, which shows that there is a strict symmetry between manifold fiber bundle and guage field in financial markets. In practical applications of financial markets, we have repeatedly carried out experimental tests in a fluctuant evolvement, directly simulating and validating the existence of solitons by researching the price fluctuations (society phenomena) using the same methods and criterion as in natural science and in actual trade to test the stock Guangzhou Proprietary and the futures Fuel Oil in China. The results demonstrate that the financial solitons discovered indicates that there is a kind of new substance and form of energy existing in financial trade markets, which likely indicates a new science paradigm in the economy and society domains beyond physics.      

The combination technique and some generalisations

The combination technique has repeatedly been shown to be an effective tool for the approximation with sparse grid spaces. Little is known about the reasons of this effectiveness and in some cases the combination technique can even break down. It is known, however, that the combination technique produces an exact result in the case of a projection into a sparse grid space if the involved partial projections commute.

The performance of the combination technique is analysed using a projection framework and the C/S decomposition. Error bounds are given in terms of angles between the spanning subspaces or the projections onto these subspaces. Based on this analysis modified combination coefficients are derived which are optimal in a certain sense and which can substantially extend the applicability and performance of the combination technique.     

Numerical analysis for stochastic age-dependent population equations with Poisson jumps

In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In general, most of stochastic age-dependent population equations with jumps do not have explicit solutions, thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical Euler scheme and show the convergence of the numerical approximation solution to the true solution.