Sharp RIP Bound for Sparse Signal and Low-Rank Matrix Recovery

This paper establishes a sharp condition on the restricted isometry property (RIP) for both the sparse signal recovery and low-rank matrix recovery. It is shown that if the measurement matrix $A$ satisfies the RIP condition $\delta_k^A<1/3$, then all $k$-sparse signals $\beta$ can be recovered exactly via the constrained $\ell_1$ minimization based on $y=A\beta$. Similarly, if the linear map $\cal M$ satisfies the RIP condition $\delta_r^{\cal M}<1/3$, then all matrices $X$ of rank at most $r$ can be recovered exactly via the constrained nuclear norm minimization based on $b={\cal M}(X)$. Furthermore, in both cases it is not possible to do so in general when the condition does not hold. In addition, noisy cases are considered and oracle inequalities are given under the sharp RIP condition.Comment: to appear in Applied and Computational Harmonic Analysis (2012

Existence of Dyons in Minimally Gauged Skyrme Model via Constrained Minimization

We prove the existence of electrically and magnetically charged particlelike static solutions, known as dyons, in the minimally gauged Skyrme model developed by Brihaye, Hartmann, and Tchrakian. The solutions are spherically symmetric, depend on two continuous parameters, and carry unit monopole and magnetic charges but continuous Skyrme charge and non-quantized electric charge induced from the 't Hooft electromagnetism. The problem amounts to obtaining a finite-energy critical point of an indefinite action functional, arising from the presence of electricity and the Minkowski spacetime signature. The difficulty with the absence of the Higgs field is overcome by achieving suitable strong convergence and obtaining uniform decay estimates at singular boundary points so that the negative sector of the action functional becomes tractable.Comment: 24 page

Optimal mistuning for enhanced aeroelastic stability of transonic fans

An inverse design procedure was developed for the design of a mistuned rotor. The design requirements are that the stability margin of the eigenvalues of the aeroelastic system be greater than or equal to some minimum stability margin, and that the mass added to each blade be positive. The objective was to achieve these requirements with a minimal amount of mistuning. Hence, the problem was posed as a constrained optimization problem. The constrained minimization problem was solved by the technique of mathematical programming via augmented Lagrangians. The unconstrained minimization phase of this technique was solved by the variable metric method. The bladed disk was modelled as being composed of a rigid disk mounted on a rigid shaft. Each of the blades were modelled with a single tosional degree of freedom

Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations

In this paper we study a continuous-time stochastic linear quadratic control problem arising from mathematical finance. We model the asset dynamics with random market coefficients and portfolio strategies with convex constraints. Following the convex duality approach, we show that the necessary and sufficient optimality conditions for both the primal and dual problems can be written in terms of processes satisfying a system of FBSDEs together with other conditions. We characterise explicitly the optimal wealth and portfolio processes as functions of adjoint processes from the dual FBSDEs in a dynamic fashion and vice versa. We apply the results to solve quadratic risk minimization problems with cone-constraints and derive the explicit representations of solutions to the extended stochastic Riccati equations for such problems.Comment: 22 page

Kohn-Sham equations for nanowires with direct current

The paper describes the derivation of the Kohn-Sham equations for a nanowire with direct current. A value of the electron current enters the problem as an input via a subsidiary condition imposed by pointwise Lagrange multiplier. Using the constrained minimization of the Hohenberg-Kohn energy functional, we derive a set of self-consistent equations for current carrying orbitals of the molecular wire