相关论文: Brockett cost function for symplectic eigenvalues

We consider synthesis and analysis of probability measures using the entropy-regularized Wasserstein-2 cost and its unbiased version, the Sinkhorn divergence. The synthesis problem consists of computing the barycenter, with respect to these…

Given (1) a set of clauses $T$ in some first-order language $\cal L$ and (2) a cost function $c : B_{{\cal L}} \rightarrow \mathbb{R}_{+}$, mapping each ground atom in the Herbrand base $B_{{\cal L}}$ to a non-negative real, then the…

We suggest a global perspective on dynamic network flow problems that takes advantage of the similarities to port-Hamiltonian dynamics. Dynamic minimum cost flow problems are formulated as open-loop optimal control problems for general…

We consider a constrained version of the shortest path problem on the complete graphs whose edges have independent random lengths and costs. We establish the asymptotic value of the minimum length as a function of the cost-budget within a…

We study the symplectic semi-characteristic of a closed 4n-dimensional symplectic manifold. First, using the even-degree part of the primitive cohomology, we define the symplectic semi-characteristic. Second, using a vector field with…

We systematically explore a class of constrained optimization problems with linear objective function and constraints that are linear combinations of logarithms of the optimization variables. Such problems can be viewed as a generalization…

In two and three dimensions, we analyze a finite element method to approximate the solutions of an eigenvalue problem arising from neutron transport. We derive the eigenvalue problem of interest, which results to be non-symmetric. Under a…

Williamson's theorem states that for any $2n \times 2n$ real positive definite matrix $A$, there exists a $2n \times 2n$ real symplectic matrix $S$ such that $S^TAS=D \oplus D$, where $D$ is an $n\times n$ diagonal matrix with positive…

We study the symplectic reduction of the phase space describing $k$ particles in $\mathbb{R}^n$ with total angular momentum zero. This corresponds to the singular symplectic quotient associated to the diagonal action of $\operatorname{O}_n$…

We investigate the complexity and approximability of the budget-constrained minimum cost flow problem, which is an extension of the traditional minimum cost flow problem by a second kind of costs associated with each edge, whose total value…

We consider estimation and inference in a single index regression model with an unknown but smooth link function. In contrast to the standard approach of using kernels or regression splines, we use smoothing splines to estimate the smooth…

We develop the symplectic elimnation algorithm. This algorithm using simple row operations reduce a symplectic matrix to a diagonal matrix. This algorithm gives rise to a decomposition of an arbitrary matrix into a product of a symplectic…

We introduce symplectic quantization, a novel functional approach to quantum field theory which allows to sample quantum fields fluctuations directly in Minkowski space-time, at variance with the traditional importance sampling protocols,…

Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…

The Bethe-Salpeter eigenvalue problem is a structured eigenvalue problem arising in many-body physics. In practice, a few of the smallest positive eigenvalues and the corresponding eigenvectors need to be computed. In principle, the LOBPCG…

In this paper, we first introduce the concept of symmetrical symplectic capacity for symmetrical symplectic manifolds, and by using this symmetrical symplectic capacity theory we prove that there exists at least one symmetric closed…

In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…

In this paper we propose a new way of proving the value of a firm that is currently producing a certain product and faces the option to exit the market. The problem of optimal exiting is an optimal stopping problem, that can be solved using…

We present an expansion for portfolio optimization in the presence of small, instantaneous, quadratic transaction costs. Specifically, the magnitude of transaction costs has a coefficient that is of the order $\epsilon$ small, which leads…

We adapt Gromov's notion of ideal-valued measures to symplectic topology, and use it for proving new results on symplectic rigidity and symplectic intersections. Furthermore, it enables us to discuss three "big fiber theorems", the…