Searching for a near neighbor particle in DSMC cells using pseudo-subcells

LeBeau et al. (2003) [4] introduced the ‘virtual-subcell’ (VSC) method of finding a collision partner for a given DSMC particle in a cell; all potential collision partners in the cell are examined to find the nearest neighbor, which becomes the collision partner. Here I propose a modification of the VSC method, the ‘pseudo-subcell’ (PSC) method, whereby the search for a collision partner stops whenever a ‘near-enough’ particle is found, i.e. whenever another particle is found within the ‘pseudo-subcell’ of radius δ centered on the first particle. The radius of the pseudo-subcell is given by δ = Fd_n, where d_n is the expected distance to the nearest neighbor and F is a constant which can be adjusted to give a desired trade-off between CPU time and accuracy as measured by a small mean collision separation (MCS). For 3D orthogonal cells, of various aspect ratios, d_n/L ≈ 0.746/N^0.383 where N is the number of particles in the cell and L is the cube root of the cell volume. There is a good chance that a particle will be found in the pseudo-subcell and there is a good chance that such a particle is in fact the nearest neighbor. If no particle is found within the pseudo-subcell the closest particle becomes the collision partner.     

Digital image watermarking using gyrator transform and chaotic maps

We propose a new method for digital image watermarking using gyrator transform and chaotic maps. Four chaotic maps have been used in the proposed technique. The four chaotic maps that have been used are the logistic map, the tent map, the Kaplan-Yorke map and the Ikeda map. These chaotic maps are used to generate the random phase masks and these random phase masks are known as chaotic random phase masks. A new technique has been proposed to generate the single chaotic random phase mask by using two chaotic maps together with different seed values. The watermark encoding method in the proposed technique is based on the double random phase encoding method. The gyrator transform and two chaotic random phase masks are used to encode the input image. The mean square error, the peak signal-to-noise ratio and the bit error rate have been calculated. Robustness of the proposed technique has been evaluated in terms of the chaotic maps, the number of the chaotic maps used to generate the CRPM, the rotation angle of the gyrator transform and the seed values of the chaotic random phase masks. Optical implementation of the technique has been proposed. The computer simulations are presented to verify the validity of the proposed technique.     

A sharp first order analysis of Feynman–Kac particle models,Part II: Particle Gibbs samplers

This article provides a new theory for the analysis of the particle Gibbs (PG) sampler (Andrieu et al., 2010). Following the work of Del Moral and Jasra (2017) we provide some analysis of the particle Gibbs sampler, giving first order expansions of the kernel and minorization estimates. In addition, first order propagation of chaos estimates are derived for empirical measures of the dual particle model with a frozen path, also known as the conditional sequential Monte Carlo (SMC) update of the PG sampler. Backward and forward PG samplers are discussed, including a first comparison of the contraction estimates obtained by first order estimates. We illustrate our results with an example of fixed parameter estimation arising in hidden Markov models.     

Analysis of Velázquez’s solution to the mean curvature flow with a type II singularity

Velázquez in 1994 used the degree theory to show that there is a perturbation of Simons’ cone, starting from which the mean curvature flow develops a type II singularity at the origin. He also showed that under a proper time-dependent rescaling of the solution around the origin, the rescaled flow converges in the C⁰ sense to a minimal hypersurface which is tangent to Simons’ cone at infinity. In this paper, we prove that the rescaled flow actually converges locally smoothly to the minimal hypersurface, which appears to be the singularity model of the type II singularity. In addition, we show that the mean curvature of the solution blows up near the origin at a rate which is smaller than that of the second fundamental form.     

Open-loop equilibrium reinsurance-investment strategy under mean–variance criterion with stochastic volatility

This paper investigates the open-loop equilibrium reinsurance-investment (RI) strategy under general stochastic volatility (SV) models. We resolve difficulties arising from the unbounded volatility process and the non-negativity constraint on the reinsurance strategy. The resolution enables us to derive the existence and uniqueness result for the time-consistent mean variance RI policy under both situations of constant and state-dependent risk aversions. We apply the general framework to popular SV models including the Heston, the 3/2 and the Hull–White models. Closed-form solutions are obtained for the aforementioned models under constant risk aversion, and the non-leveraged models under state-dependent risk aversion.     

Expected utility approximation and portfolio optimisation

Classical portfolio selection problems that optimise expected utility can usually not be solved in closed form. It is natural to approximate the utility function, and we investigate the accuracy of this approximation when using Taylor polynomials. In the important case of a Merton market and power utility we show analytically that increasing the order of the polynomial does not necessarily improve the approximation of the expected utility. The proofs use methods from the theory of parabolic second-order partial differential equations. All results are illustrated by numerical examples.     

灰色关联度法在工业企业去库存中的应用

工业企业为了赢得市场竞争地位,必须向市场提供质量好、人民满意的产品,这就需要处理企业库存中市场过剩的、不对路的产品,也就是开展“去库存”工作。论文通过设置与库存相关的指标,计算临界值来判断工业企业产品是否“过剩”,再通过灰色关联度法进行优化排序,确定整个工业行业“去库存”的主要抓手。研究结果表明,工业企业去库存的主要抓手有三个:一要加速库存商品资金周转;二要提高产品销售率;三要降低库存商品占流动资产的比例。论文将研究结论用于徐工集团工程机械股份有限公司,得到有效的验证。     

Complete Space-like λ-surfaces in the Minkowski Space R1^3 with the Second Fundamental Form of Constant Length

In this paper we study the complete space-like λ-surfaces in the three dimensional Minkowski space R1^3.As the result,we obtain a complete classification theorem for all the complete space-like λ-surfaces x:M^2→R1^3 with the second fundamental form of constant length.This is a natural extension to the λ-surfaces in R1^3 of a recent interesting classification theorem by Cheng and Wei forλ-surfaces in the Euclidean space R^3.     

基于对象多属性差异的灰色发展聚类方法及应用

在现实决策问题中,决策对象在不同时期行为状态和所属类型往往呈现一定的发展规律,而现有聚类方法难以充分挖掘聚类对象的发展信息、对象间的关系信息和发展属性的差异信息。为有效处理此类问题,考虑到研究对象的发展趋势、发展行为和发展绝对量与增长量的属性差异,采用GM(1,1)和灰色定权聚类方法,构建了基于对象多属性差异的灰色发展聚类方法,并以我国区域高新技术产业化聚类评估问题为例验证了模型的有效性与合理性。结果表明,所构建模型能够有效描述研究对象呈现发展趋势或未来行为,并实现对研究对象的有效聚类。     

Mean values with cubic characters

We investigate various mean value problems involving order 3 primitive Dirichlet characters. In particular, we obtain an asymptotic formula for the first moment of central values of the Dirichlet L-functions associated to this family, with a power saving in the error term. We also obtain a large sieve-type result for order 3 (and 6) Dirichlet characters.