On an effective solution of the optimal stopping problem for random walks

We find a solution of the optimal stopping problem for the case when a reward function is an integer power function of a random walk on an infinite time interval. It is shown that an optimal stopping time is a first crossing time through a level defined as the largest root of Appell's polynomial associated with the maximum of the random walk. It is also shown that a value function of the optimal stopping problem on the finite interval {0, 1, . . . , T} converges with an exponential rate as T → ∞ to the limit under the assumption that jumps of the random walk are exponentially bounded

Anderson localization of classical waves in weakly scattering one-dimensional Levy lattices

© 2018 American Physical Society. Anderson localization of classical waves in weakly scattering one-dimensional Levy lattices is studied analytically and numerically. The disordered medium is composed of layers with alternating refractive indices and with thickness disorder distributed according to the Pareto distribution ∼1/x(α+1). In Levy lattices the variance (or both variance and mean) of a random parameter does not exist, which leads to a different functional form for the localization length. In this study an equation for the localization length is obtained, and it is found to be in excellent agreement with the numerical calculations throughout the spectrum. The explicit asymptotic equations for the localization lengths for both short and long wavelengths have been deduced. It is shown that the localization length tends to a constant at short wavelengths and it is determined by the layer interface Fresnel coefficient. At the long wavelengths the localization length is proportional to the power of the wavelength ∼λα for 12, where the variance of the random distribution exists, the localization length attains its classical long-wavelength asymptotic form ∼λ2

Improving the Segmentation of Anatomical Structures in Chest Radiographs using U-Net with an ImageNet Pre-trained Encoder

Accurate segmentation of anatomical structures in chest radiographs is essential for many computer-aided diagnosis tasks. In this paper we investigate the latest fully-convolutional architectures for the task of multi-class segmentation of the lungs field, heart and clavicles in a chest radiograph. In addition, we explore the influence of using different loss functions in the training process of a neural network for semantic segmentation. We evaluate all models on a common benchmark of 247 X-ray images from the JSRT database and ground-truth segmentation masks from the SCR dataset. Our best performing architecture, is a modified U-Net that benefits from pre-trained encoder weights. This model outperformed the current state-of-the-art methods tested on the same benchmark, with Jaccard overlap scores of 96.1% for lung fields, 90.6% for heart and 85.5% for clavicles.Comment: Presented at the First International Workshop on Thoracic Image Analysis (TIA), MICCAI 201

Decision Support System for Urbanization of the Northern Part of the Volga-Akhtuba Floodplain (Russia) on the Basis of Interdisciplinary Computer Modeling

There is a computer decision support system (CDSS) for urbanization of the northern part of the Volga-Akhtuba floodplain. This system includes subsystems of cognitive and game-theoretic analysis, geoinformation and hydrodynamic simulations. The paper presents the cognitive graph, two-level and three-level models of hierarchical games for the cases of uncontrolled and controlled development of the problem situation. We described the quantitative analysis of the effects of different strategies for the spatial distribution of the urbanized territories. For this reason we conducted the territory zoning according to the level of negative consequences of urbanization for various agents. In addition, we found an analytical solution for games with the linear dependence of the average flooded area on the urbanized area. We numerically computed a game equilibrium for dependences derived from the imitational geoinformation and hydrodynamic modeling of flooding. As the result, we showed that the transition to the three-level management system and the implementation of an optimal urbanization strategy minimize its negative consequences.Comment: 14 pages, 5 figures; Conference: Creativity in Intelligent Technologies and Data Science. CIT&DS 201

Supersymmetric QCD: Exact Results and Strong Coupling

We revisit two longstanding puzzles in supersymmetric gauge theories. The first concerns the question of the holomorphy of the coupling, and related to this the possible definition of an exact (NSVZ) beta function. The second concerns instantons in pure gluodynamics, which appear to give sensible, exact results for certain correlation functions, which nonetheless differ from those obtained using systematic weak coupling expansions. For the first question, we extend an earlier proposal of Arkani-Hamed and Murayama, showing that if their regulated action is written suitably, the holomorphy of the couplings is manifest, and it is easy to determine the renormalization scheme for which the NSVZ formula holds. This scheme, however, is seen to be one of an infinite class of schemes, each leading to an exact beta function; the NSVZ scheme, while simple, is not selected by any compelling physical consideration. For the second question, we explain why the instanton computation in the pure supersymmetric gauge theory is not reliable, even at short distances. The semiclassical expansion about the instanton is purely formal; if infrared divergences appear, they spoil arguments based on holomorphy. We demonstrate that infrared divergences do not occur in the perturbation expansion about the instanton, but explain that there is no reason to think this captures all contributions from the sector with unit topological charge. That one expects additional contributions is illustrated by dilute gas corrections. These are infrared divergent, and so difficult to define, but if non-zero give order one, holomorphic, corrections to the leading result. Exploiting an earlier analysis of Davies et al, we demonstrate that in the theory compactified on a circle of radius beta, due to infrared effects, finite contributions indeed arise which are not visible in the formal limit that beta goes to infinity.Comment: 28 pages, two references added, one typo correcte

Structures and waves in a nonlinear heat-conducting medium

The paper is an overview of the main contributions of a Bulgarian team of researchers to the problem of finding the possible structures and waves in the open nonlinear heat conducting medium, described by a reaction-diffusion equation. Being posed and actively worked out by the Russian school of A. A. Samarskii and S.P. Kurdyumov since the seventies of the last century, this problem still contains open and challenging questions.Comment: 23 pages, 13 figures, the final publication will appear in Springer Proceedings in Mathematics and Statistics, Numerical Methods for PDEs: Theory, Algorithms and their Application

Group Analysis of the Novikov Equation

We find the Lie point symmetries of the Novikov equation and demonstrate that it is strictly self-adjoint. Using the self-adjointness and the recent technique for constructing conserved vectors associated with symmetries of differential equations, we find the conservation law corresponding to the dilations symmetry and show that other symmetries do not provide nontrivial conservation laws. Then we investigat the invariant solutions

The Cosmic Microwave Background and Particle Physics

In forthcoming years, connections between cosmology and particle physics will be made increasingly important with the advent of a new generation of cosmic microwave background (CMB) experiments. Here, we review a number of these links. Our primary focus is on new CMB tests of inflation. We explain how the inflationary predictions for the geometry of the Universe and primordial density perturbations will be tested by CMB temperature fluctuations, and how the gravitational waves predicted by inflation can be pursued with the CMB polarization. The CMB signatures of topological defects and primordial magnetic fields from cosmological phase transitions are also discussed. Furthermore, we review current and future CMB constraints on various types of dark matter (e.g. massive neutrinos, weakly interacting massive particles, axions, vacuum energy), decaying particles, the baryon asymmetry of the Universe, ultra-high-energy cosmic rays, exotic cosmological topologies, and other new physics.Comment: 43 pages. To appear in Annual Reviews of Nuclear and Particle Scienc