A set in Rd is called regular if its Hausdorff dimension coincides with its upper box counting dimension. It is proved that a random graph-directed self-similar set is regular a.e..
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
The electric inversion technique reconstructs the subsurface medium distribution from acquired data.On the basis of electric inversion,objects buried under the earth or seabed,such as pipelines and unexploded ordnance...The electric inversion technique reconstructs the subsurface medium distribution from acquired data.On the basis of electric inversion,objects buried under the earth or seabed,such as pipelines and unexploded ordnance,are detected and located in a contactless manner.However,the process of accurately reconstructing the shape of the target object is challenging because electric inversion is a nonlinear and ill-posed problem.In this work,we present an inverse multiquadric(IMQ)regularization method based on the level set function for reconstructing buried pipelines.In the case of locating underwater objects,the unknown inversion area is split into two parts,the background and the pipeline with known conductivity.The geometry of the pipeline is represented based on the level set function for achieving a noiseless inversion image.To obtain a binary image,the IMQ is used as the regularization term,which‘pushes’the level set function away from 0.We also provide an appropriate method to select the bandwidth and regularization parameters for the IMQ regularization term,resulting in reconstructed images with sharp edges.The simulation results and analysis show that the proposed method performs better than classical inversion methods.展开更多
The existing level set segmentation methods have drawbacks such as poor convergence,poor noise resistance,and long iteration times.In this paper,a fractional order distance regularized level set segmentation method wi...The existing level set segmentation methods have drawbacks such as poor convergence,poor noise resistance,and long iteration times.In this paper,a fractional order distance regularized level set segmentation method with bias correction is proposed.This method firstly introduces fractional order distance regularized term to punish the deviation between the level set function(LSF)and the signed distance function.Secondly a series of covering template is constructed to calculate fractional derivative and its conjugate of image pixel.Thirdly introducing the offset correction term and fully using the local clustering property of image intensity,the local clustering criterion of image intensity is defined and integrated with the neighborhood center to obtain the global criterion of image segmentation.Finally,the fractional distance regularization,offset correction,and external energy constraints are combined,and the energy optimization segmentation method for noisy image is established by level set.Experimental results show that the proposed method can accurately segment the image,and effectively improve the efficiency and robustness of exiting state of the art level set related algorithms.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
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 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
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
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
In the present, the authors investigate a new type of separation axioms, which they call it w s-regular. The authors obtained some of its basic properties and its characterizations. Also, the authors notice that the a...In the present, the authors investigate a new type of separation axioms, which they call it w s-regular. The authors obtained some of its basic properties and its characterizations. Also, the authors notice that the axiom of tO s-regularity is weaker than the regularity, stronger than s-regularity and it is independent of w -regularity. However, the authors showed that the w s-regularity and regularity are identical on the class of all locally countable spaces, while the concepts ofw s-regularity and s-regularity are same on the class of anti-locally countable spaces:; furthermore, they proved that the three concepts w s-regularity, s-regularity and w s-regularity are same on the class of extremally disconnected spaces. The authors characterized w s-regular Trspaces by g-open sets, and they proved that the w s-regularity is an open hereditary property and it is also a topologizal property. The w s-closure of subsets of topological spaces are investigated and characterized. The authors used the concepts w s-closure to obtain some characterizations of the w s-regular spaces. Behind those, the authors obtained some properties and characterizations of w -semi open sets.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
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
文摘A set in Rd is called regular if its Hausdorff dimension coincides with its upper box counting dimension. It is proved that a random graph-directed self-similar set is regular a.e..
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.
基金supported by the National Natural Sci-ence Foundation of China(No.52101383)the Fundamen-tal Research Funds for the Central Universities(No.3072021CF0802)+3 种基金the Key Laboratory of Advanced Marine Communication and Information Technology,Ministry of Industry and Information Technology(No.AMCIT2101-02)the Sino-Russian Cooperation Fund of Harbin Engi-neering University(No.2021HEUCRF006)the Ministry of Science and Higher Education of the Russian Federation(No.075-15-2020-934)the International Science&Technology Cooperation Program of China(No.2014DF R10240).
文摘The electric inversion technique reconstructs the subsurface medium distribution from acquired data.On the basis of electric inversion,objects buried under the earth or seabed,such as pipelines and unexploded ordnance,are detected and located in a contactless manner.However,the process of accurately reconstructing the shape of the target object is challenging because electric inversion is a nonlinear and ill-posed problem.In this work,we present an inverse multiquadric(IMQ)regularization method based on the level set function for reconstructing buried pipelines.In the case of locating underwater objects,the unknown inversion area is split into two parts,the background and the pipeline with known conductivity.The geometry of the pipeline is represented based on the level set function for achieving a noiseless inversion image.To obtain a binary image,the IMQ is used as the regularization term,which‘pushes’the level set function away from 0.We also provide an appropriate method to select the bandwidth and regularization parameters for the IMQ regularization term,resulting in reconstructed images with sharp edges.The simulation results and analysis show that the proposed method performs better than classical inversion methods.
基金This work was supported by the National Natural Science Foundation of China(62071378).
文摘The existing level set segmentation methods have drawbacks such as poor convergence,poor noise resistance,and long iteration times.In this paper,a fractional order distance regularized level set segmentation method with bias correction is proposed.This method firstly introduces fractional order distance regularized term to punish the deviation between the level set function(LSF)and the signed distance function.Secondly a series of covering template is constructed to calculate fractional derivative and its conjugate of image pixel.Thirdly introducing the offset correction term and fully using the local clustering property of image intensity,the local clustering criterion of image intensity is defined and integrated with the neighborhood center to obtain the global criterion of image segmentation.Finally,the fractional distance regularization,offset correction,and external energy constraints are combined,and the energy optimization segmentation method for noisy image is established by level set.Experimental results show that the proposed method can accurately segment the image,and effectively improve the efficiency and robustness of exiting state of the art level set related algorithms.
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 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In the present, the authors investigate a new type of separation axioms, which they call it w s-regular. The authors obtained some of its basic properties and its characterizations. Also, the authors notice that the axiom of tO s-regularity is weaker than the regularity, stronger than s-regularity and it is independent of w -regularity. However, the authors showed that the w s-regularity and regularity are identical on the class of all locally countable spaces, while the concepts ofw s-regularity and s-regularity are same on the class of anti-locally countable spaces:; furthermore, they proved that the three concepts w s-regularity, s-regularity and w s-regularity are same on the class of extremally disconnected spaces. The authors characterized w s-regular Trspaces by g-open sets, and they proved that the w s-regularity is an open hereditary property and it is also a topologizal property. The w s-closure of subsets of topological spaces are investigated and characterized. The authors used the concepts w s-closure to obtain some characterizations of the w s-regular spaces. Behind those, the authors obtained some properties and characterizations of w -semi open sets.
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.