Optimally convergent hybridizable discontinuous Galerkin method for fifth-order Korteweg-de Vries type equations

We develop and analyze the first hybridizable discontinuous Galerkin (HDG) method for solving fifth-order Korteweg-de Vries (KdV) type equations. We show that the semi-discrete scheme is stable with proper choices of the stabilization functions in the numerical traces. For the linearized fifth-order equations, we prove that the approximations to the exact solution and its four spatial derivatives as well as its time derivative all have optimal convergence rates. The numerical experiments, demonstrating optimal convergence rates for both the linear and nonlinear equations, validate our theoretical findings

Vanishing of quasi-invariant generalized functions

Determination of quasi-invariant generalized functions is important for a variety of problems in representation theory, notably character theory and restriction problems. In this note, we review some new and easy-to-use techniques to show vanishing of quasi-invariant generalized functions, developed in the recent work of the authors (Uniqueness of Ginzburg-Rallis models: the Archimedean case, Trans. Amer. Math. Soc. 363, (2011), 2763-2802). The first two techniques involve geometric notions attached to submanifolds, which we call metrical properness and unipotent $\chi$-incompatibility. The third one is analytic in nature, and it arises from the first occurrence phenomenon in Howe correspondence. We also highlight how these techniques quickly lead to two well-known uniqueness results, on trilinear forms and Whittaker models.Comment: Contribution to Proceedings of International Conference on Geometry, Number Theory, and Representation Theory, October 10-12, 2012, Inha University, Kore

How volatilities nonlocal in time affect the price dynamics in complex financial systems

What is the dominating mechanism of the price dynamics in financial systems is of great interest to scientists. The problem whether and how volatilities affect the price movement draws much attention. Although many efforts have been made, it remains challenging. Physicists usually apply the concepts and methods in statistical physics, such as temporal correlation functions, to study financial dynamics. However, the usual volatility-return correlation function, which is local in time, typically fluctuates around zero. Here we construct dynamic observables nonlocal in time to explore the volatility-return correlation, based on the empirical data of hundreds of individual stocks and 25 stock market indices in different countries. Strikingly, the correlation is discovered to be non-zero, with an amplitude of a few percent and a duration of over two weeks. This result provides compelling evidence that past volatilities nonlocal in time affect future returns. Further, we introduce an agent-based model with a novel mechanism, that is, the asymmetric trading preference in volatile and stable markets, to understand the microscopic origin of the volatility-return correlation nonlocal in time.Comment: 16 pages, 7 figure

Two-Stage Bagging Pruning for Reducing the Ensemble Size and Improving the Classification Performance

Ensemble methods, such as the traditional bagging algorithm, can usually improve the performance of a single classifier. However, they usually require large storage space as well as relatively time-consuming predictions. Many approaches were developed to reduce the ensemble size and improve the classification performance by pruning the traditional bagging algorithms. In this article, we proposed a two-stage strategy to prune the traditional bagging algorithm by combining two simple approaches: accuracy-based pruning (AP) and distance-based pruning (DP). These two methods, as well as their two combinations, “AP+DP” and “DP+AP” as the two-stage pruning strategy, were all examined. Comparing with the single pruning methods, we found that the two-stage pruning methods can furthermore reduce the ensemble size and improve the classification. “AP+DP” method generally performs better than the “DP+AP” method when using four base classifiers: decision tree, Gaussian naive Bayes, K-nearest neighbor, and logistic regression. Moreover, as compared to the traditional bagging, the two-stage method “AP+DP” improved the classification accuracy by 0.88%, 4.06%, 1.26%, and 0.96%, respectively, averaged over 28 datasets under the four base classifiers. It was also observed that “AP+DP” outperformed other three existing algorithms Brag, Nice, and TB assessed on 8 common datasets. In summary, the proposed two-stage pruning methods are simple and promising approaches, which can both reduce the ensemble size and improve the classification accuracy

A Scale-Free Topology Construction Model for Wireless Sensor Networks

A local-area and energy-efficient (LAEE) evolution model for wireless sensor networks is proposed. The process of topology evolution is divided into two phases. In the first phase, nodes are distributed randomly in a fixed region. In the second phase, according to the spatial structure of wireless sensor networks, topology evolution starts from the sink, grows with an energy-efficient preferential attachment rule in the new node's local-area, and stops until all nodes are connected into network. Both analysis and simulation results show that the degree distribution of LAEE follows the power law. This topology construction model has better tolerance against energy depletion or random failure than other non-scale-free WSN topologies.Comment: 13pages, 3 figure