This paper presents a complete method to prove geometric theorem by decomposing the corresponding polynomial system. into strong regular sets, by which one can compute some components for which the geometry theorem is...This paper presents a complete method to prove geometric theorem by decomposing the corresponding polynomial system. into strong regular sets, by which one can compute some components for which the geometry theorem is true and exclude other components for which the geometry theorem is false. Two examples are given to show that the geometry theorems are conditionally true for some components which are excluded by other methods.展开更多
In this paper it is shown how to transform a regular triangular set into a normal triangular set by computing the W-characteristic set of their saturated ideal and an algorithm is proposed for decomposing any polynomi...In this paper it is shown how to transform a regular triangular set into a normal triangular set by computing the W-characteristic set of their saturated ideal and an algorithm is proposed for decomposing any polynomial set into ?nitely many strong characteristic pairs, each of which is formed with the reduced lexicographic Gr?bner basis and the normal W-characteristic set of a characterizable ideal.展开更多
A subset of the vertex set of a graph is a feedback vertex set of the graph if the resulting graph is a forest after removed the vertex subset from the graph. A polynomial algorithm for finding a minimum feedback vert...A subset of the vertex set of a graph is a feedback vertex set of the graph if the resulting graph is a forest after removed the vertex subset from the graph. A polynomial algorithm for finding a minimum feedback vertex set of a 3-regular simple graph is provided.展开更多
In this paper, we continue to construct stationary classical solutions for the incompressible planar flows approximating singular stationary solutions of this problem. This procedure is carried out by constructing sol...In this paper, we continue to construct stationary classical solutions for the incompressible planar flows approximating singular stationary solutions of this problem. This procedure is carried out by constructing solutions for the following elliptic equations{-△u=λ∑1Bδ（x0,j）（u-kj）p＋,in Ω,u=0,onΩ is a bounded simply-connected smooth domain, ki （i = 1,… , k） is prescribed positive constant. The result we prove is that for any given non-degenerate critical pointX0=（x0,1,…,x0,k of the Kirchhoff-Routh function defined on Ωk corresponding to （ k1,……kk ）there exists a stationary classical solution approximating stationary k points vortex solution. Moreover, as λ→＋∞ shrinks to {x05}, and the local vorticity strength near each x0,j approaches kj, j = 1,… , k. This result makes the study of the above problem with p _〉 0 complete since the cases p 〉 1, p = 1, p = 0 have already been studied in [11, 12] and [13] respectively.展开更多
This paper is a generalization of the results of the previous papers. Using these results a class of evolutions of risk assets based on the geometric Brownian motion is constructed. Among these evolutions of risk asse...This paper is a generalization of the results of the previous papers. Using these results a class of evolutions of risk assets based on the geometric Brownian motion is constructed. Among these evolutions of risk assets, the important class of the random processes is the random processes with parameters built on the basis of the discrete geometric Brownian motion. For this class of random processes the interval of non-arbitrage prices are found for the wide class of contingent liabilities. In particular, for the payoff functions of standard options call and put of the European type the fair prices of super-hedge are obtained. Analogous results are obtained for the put and call of arithmetical options of Asian type. For the parameters entering in the definition of random process the description of all statistical estimates is presented. Statistical estimate for which the fair price of super-hedge for the payoff functions of standard call and put options of European type is minimal is indicated. From the formulas found it follows that the fair price of super-hedge can be less than the price of the underlying asset. In terms of estimates the simple formula for the fair price of super-hedge is found. Every estimates can be realized in the reality. This depends on the distribution function of the observed dates in the financial market.展开更多
In the paper, a class of discrete evolutions of risk assets having the memory is considered. For such evolutions the description of all martingale measures is presented. It is proved that every martingale measure is a...In the paper, a class of discrete evolutions of risk assets having the memory is considered. For such evolutions the description of all martingale measures is presented. It is proved that every martingale measure is an integral on the set of extreme points relative to some measure on it. For such a set of evolutions of risk assets, the contraction of the set of martingale measures on the filtration is described and the representation for it is found. The inequality for the integrals from a nonnegative random value relative to the contraction of the set of martingale measure on the filtration which is dominated by one is obtained. Using these inequalities a new proof of the optional decomposition theorem for super-martingales is presented. The description of all local regular super-martingales relative to the regular set of measures is presented. The applications of the results obtained to mathematical finance are presented. In the case, as evolution of a risk asset is given by the discrete geometric Brownian motion, the financial market is incomplete and a new formula for the fair price of super-hedge is founded.展开更多
We introduce and study in the present paper the general version of Gauss-type proximal point algorithm (in short GG-PPA) for solving the inclusion , where T is a set-valued mapping which is not necessarily monotone ac...We introduce and study in the present paper the general version of Gauss-type proximal point algorithm (in short GG-PPA) for solving the inclusion , where T is a set-valued mapping which is not necessarily monotone acting from a Banach space X to a subset of a Banach space Y with locally closed graph. The convergence of the GG-PPA is present here by choosing a sequence of functions with , which is Lipschitz continuous in a neighbourhood O of the origin and when T is metrically regular. More precisely, semi-local and local convergence of GG-PPA are analyzed. Moreover, we present a numerical example to validate the convergence result of GG-PPA.展开更多
Realizing the physical reality of ‘tHooft’s self similar and dimensionaly regularized fractal-like spacetime as well as being inspired by a note worthy anecdote involving the great mathematician of Alexandria, Pytha...Realizing the physical reality of ‘tHooft’s self similar and dimensionaly regularized fractal-like spacetime as well as being inspired by a note worthy anecdote involving the great mathematician of Alexandria, Pythagoras and the larger than life man of theoretical physics Einstein, we utilize some deep mathematical connections between equivalence classes of equivalence relations and E-infinity theory quotient space. We started from the basic principles of self similarity which came to prominence in science with the advent of the modern theory of nonlinear dynamical systems, deterministic chaos and fractals. This fundamental logico-mathematical thread related to partially ordered sets is then applied to show how the classical Newton’s kinetic energy E = 1/2mv<sup>2</sup> leads to Einstein’s celebrated maximal energy equation E = mc<sup>2</sup> and how in turn this can be dissected into the ordinary energy density E(O) = mc<sup>2</sup>/22 and the dark energy density E(D) = mc<sup>2</sup>(21/22) of the cosmos where m is the mass;v is the velocity and c is the speed of light. The important role of the exceptional Lie symmetry groups and ‘tHooft-Veltman-Wilson dimensional regularization in fractal spacetime played in the above is also highlighted. The author hopes that the unusual character of the analysis and presentation of the present work may be taken in a positive vein as seriously attempting to propose a different and new way of doing theoretical physics by treating number theory, set theory, group theory, experimental physics as well as conventional theoretical physics on the same footing and letting all these diverse tools lead us to the answer of fundamental questions without fear of being labelled in one way or another.展开更多
We show that the lateral regularizations of the generator of any uniformly bounded set-valued composition Nemytskij operator acting in the spaces of functions of bounded variation in the sense of Riesz, with nonempty ...We show that the lateral regularizations of the generator of any uniformly bounded set-valued composition Nemytskij operator acting in the spaces of functions of bounded variation in the sense of Riesz, with nonempty bounded closed and convex values, are an affine function.展开更多
In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relative to a convex set of equivalent measu...In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relative to a convex set of equivalent measures is introduced and the necessary and sufficient conditions of the local regularity of it in the discrete case are founded. The description of all local regular super-martingales relative to a convex set of equivalent measures is presented. The notion of the complete set of equivalent measures is introduced. We prove that every bounded in some sense super-martingale relative to the complete set of equivalent measures is local regular. A new definition of the fair price of contingent claim in an incomplete market is given and the formula for the fair price of Standard Option of European type is found. The proved Theorems are the generalization of the famous Doob decomposition for super-martingale onto the case of super-martingales relative to a convex set of equivalent measures.展开更多
One of the classical approaches in the analysis of a variational inequality problem is to transform it into an equivalent optimization problem via the notion of gap function. The gap functions are useful tools in deri...One of the classical approaches in the analysis of a variational inequality problem is to transform it into an equivalent optimization problem via the notion of gap function. The gap functions are useful tools in deriving the error bounds which provide an estimated distance between a specific point and the exact solution of variational inequality problem. In this paper, we follow a similar approach for set-valued vector quasi variational inequality problems and define the gap functions based on scalarization scheme as well as the one with no scalar parameter. The error bounds results are obtained under fixed point symmetric and locally α-Holder assumptions on the set-valued map describing the domain of solution space of a set-valued vector quasi variational inequality problem.展开更多
从退化图像中恢复原始干净图像是一个经典的病态反问题,正则化技术是解决此问题的主流方法之一。它将解图像限定在一个正则空间中,复原图像即是退化图像在正则空间中的投影,但是针对不同图像选择合适的正则空间是一个难点。为提高正则...从退化图像中恢复原始干净图像是一个经典的病态反问题,正则化技术是解决此问题的主流方法之一。它将解图像限定在一个正则空间中,复原图像即是退化图像在正则空间中的投影,但是针对不同图像选择合适的正则空间是一个难点。为提高正则化模型的适应性,更为精细地建模不同特征图像,基于模糊集理论,提出了一个自适应复合正则化模型。首先采用学习算法计算图像对于不同正则空间的隶属度,然后选择隶属度最大的前s个空间,以隶属度为权重建立自适应复合正则化模型,最后采用ADMM(Alternating Direction Method of Multipliers)算法对模型进行求解。实验结果表明,对于不同的图像,模型可以很好地选择合适的正则空间,得到满意的复原效果。展开更多
文摘This paper presents a complete method to prove geometric theorem by decomposing the corresponding polynomial system. into strong regular sets, by which one can compute some components for which the geometry theorem is true and exclude other components for which the geometry theorem is false. Two examples are given to show that the geometry theorems are conditionally true for some components which are excluded by other methods.
基金supported partially by the National Natural Science Foundation of China under Grant Nos.11771034 and 11401018
文摘In this paper it is shown how to transform a regular triangular set into a normal triangular set by computing the W-characteristic set of their saturated ideal and an algorithm is proposed for decomposing any polynomial set into ?nitely many strong characteristic pairs, each of which is formed with the reduced lexicographic Gr?bner basis and the normal W-characteristic set of a characterizable ideal.
文摘A subset of the vertex set of a graph is a feedback vertex set of the graph if the resulting graph is a forest after removed the vertex subset from the graph. A polynomial algorithm for finding a minimum feedback vertex set of a 3-regular simple graph is provided.
文摘In this paper, we continue to construct stationary classical solutions for the incompressible planar flows approximating singular stationary solutions of this problem. This procedure is carried out by constructing solutions for the following elliptic equations{-△u=λ∑1Bδ（x0,j）（u-kj）p＋,in Ω,u=0,onΩ is a bounded simply-connected smooth domain, ki （i = 1,… , k） is prescribed positive constant. The result we prove is that for any given non-degenerate critical pointX0=（x0,1,…,x0,k of the Kirchhoff-Routh function defined on Ωk corresponding to （ k1,……kk ）there exists a stationary classical solution approximating stationary k points vortex solution. Moreover, as λ→＋∞ shrinks to {x05}, and the local vorticity strength near each x0,j approaches kj, j = 1,… , k. This result makes the study of the above problem with p _〉 0 complete since the cases p 〉 1, p = 1, p = 0 have already been studied in [11, 12] and [13] respectively.
文摘This paper is a generalization of the results of the previous papers. Using these results a class of evolutions of risk assets based on the geometric Brownian motion is constructed. Among these evolutions of risk assets, the important class of the random processes is the random processes with parameters built on the basis of the discrete geometric Brownian motion. For this class of random processes the interval of non-arbitrage prices are found for the wide class of contingent liabilities. In particular, for the payoff functions of standard options call and put of the European type the fair prices of super-hedge are obtained. Analogous results are obtained for the put and call of arithmetical options of Asian type. For the parameters entering in the definition of random process the description of all statistical estimates is presented. Statistical estimate for which the fair price of super-hedge for the payoff functions of standard call and put options of European type is minimal is indicated. From the formulas found it follows that the fair price of super-hedge can be less than the price of the underlying asset. In terms of estimates the simple formula for the fair price of super-hedge is found. Every estimates can be realized in the reality. This depends on the distribution function of the observed dates in the financial market.
文摘In the paper, a class of discrete evolutions of risk assets having the memory is considered. For such evolutions the description of all martingale measures is presented. It is proved that every martingale measure is an integral on the set of extreme points relative to some measure on it. For such a set of evolutions of risk assets, the contraction of the set of martingale measures on the filtration is described and the representation for it is found. The inequality for the integrals from a nonnegative random value relative to the contraction of the set of martingale measure on the filtration which is dominated by one is obtained. Using these inequalities a new proof of the optional decomposition theorem for super-martingales is presented. The description of all local regular super-martingales relative to the regular set of measures is presented. The applications of the results obtained to mathematical finance are presented. In the case, as evolution of a risk asset is given by the discrete geometric Brownian motion, the financial market is incomplete and a new formula for the fair price of super-hedge is founded.
文摘We introduce and study in the present paper the general version of Gauss-type proximal point algorithm (in short GG-PPA) for solving the inclusion , where T is a set-valued mapping which is not necessarily monotone acting from a Banach space X to a subset of a Banach space Y with locally closed graph. The convergence of the GG-PPA is present here by choosing a sequence of functions with , which is Lipschitz continuous in a neighbourhood O of the origin and when T is metrically regular. More precisely, semi-local and local convergence of GG-PPA are analyzed. Moreover, we present a numerical example to validate the convergence result of GG-PPA.
文摘Realizing the physical reality of ‘tHooft’s self similar and dimensionaly regularized fractal-like spacetime as well as being inspired by a note worthy anecdote involving the great mathematician of Alexandria, Pythagoras and the larger than life man of theoretical physics Einstein, we utilize some deep mathematical connections between equivalence classes of equivalence relations and E-infinity theory quotient space. We started from the basic principles of self similarity which came to prominence in science with the advent of the modern theory of nonlinear dynamical systems, deterministic chaos and fractals. This fundamental logico-mathematical thread related to partially ordered sets is then applied to show how the classical Newton’s kinetic energy E = 1/2mv<sup>2</sup> leads to Einstein’s celebrated maximal energy equation E = mc<sup>2</sup> and how in turn this can be dissected into the ordinary energy density E(O) = mc<sup>2</sup>/22 and the dark energy density E(D) = mc<sup>2</sup>(21/22) of the cosmos where m is the mass;v is the velocity and c is the speed of light. The important role of the exceptional Lie symmetry groups and ‘tHooft-Veltman-Wilson dimensional regularization in fractal spacetime played in the above is also highlighted. The author hopes that the unusual character of the analysis and presentation of the present work may be taken in a positive vein as seriously attempting to propose a different and new way of doing theoretical physics by treating number theory, set theory, group theory, experimental physics as well as conventional theoretical physics on the same footing and letting all these diverse tools lead us to the answer of fundamental questions without fear of being labelled in one way or another.
文摘We show that the lateral regularizations of the generator of any uniformly bounded set-valued composition Nemytskij operator acting in the spaces of functions of bounded variation in the sense of Riesz, with nonempty bounded closed and convex values, are an affine function.
文摘In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relative to a convex set of equivalent measures is introduced and the necessary and sufficient conditions of the local regularity of it in the discrete case are founded. The description of all local regular super-martingales relative to a convex set of equivalent measures is presented. The notion of the complete set of equivalent measures is introduced. We prove that every bounded in some sense super-martingale relative to the complete set of equivalent measures is local regular. A new definition of the fair price of contingent claim in an incomplete market is given and the formula for the fair price of Standard Option of European type is found. The proved Theorems are the generalization of the famous Doob decomposition for super-martingale onto the case of super-martingales relative to a convex set of equivalent measures.
文摘One of the classical approaches in the analysis of a variational inequality problem is to transform it into an equivalent optimization problem via the notion of gap function. The gap functions are useful tools in deriving the error bounds which provide an estimated distance between a specific point and the exact solution of variational inequality problem. In this paper, we follow a similar approach for set-valued vector quasi variational inequality problems and define the gap functions based on scalarization scheme as well as the one with no scalar parameter. The error bounds results are obtained under fixed point symmetric and locally α-Holder assumptions on the set-valued map describing the domain of solution space of a set-valued vector quasi variational inequality problem.
文摘从退化图像中恢复原始干净图像是一个经典的病态反问题,正则化技术是解决此问题的主流方法之一。它将解图像限定在一个正则空间中,复原图像即是退化图像在正则空间中的投影,但是针对不同图像选择合适的正则空间是一个难点。为提高正则化模型的适应性,更为精细地建模不同特征图像,基于模糊集理论,提出了一个自适应复合正则化模型。首先采用学习算法计算图像对于不同正则空间的隶属度,然后选择隶属度最大的前s个空间,以隶属度为权重建立自适应复合正则化模型,最后采用ADMM(Alternating Direction Method of Multipliers)算法对模型进行求解。实验结果表明,对于不同的图像,模型可以很好地选择合适的正则空间,得到满意的复原效果。
