Quantum & Classical Eigenfunctions in Calogero & Sutherland Systems

An interesting observation was reported by Corrigan-Sasaki that all the frequencies of small oscillations around equilibrium are " quantised" for Calogero and Sutherland (C-S) systems, typical integrable multi-particle dynamics. We present an analytic proof by applying recent results of Loris-Sasaki. Explicit forms of `classical' and quantum eigenfunctions are presented for C-S systems based on any root systems.Comment: LaTeX2e 37 pages, references added, typo corrected, a few paragraphs adde

Affine Toda-Sutherland Systems

A cross between two well-known integrable multi-particle dynamics, an affine Toda molecule and a Sutherland system, is introduced for any affine root system. Though it is not completely integrable but partially integrable, or quasi exactly solvable, it inherits many remarkable properties from the parents. The equilibrium position is algebraic, i.e. proportional to the Weyl vector. The frequencies of small oscillations near equilibrium are proportional to the affine Toda masses, which are essential ingredients of the exact factorisable S-matrices of affine Toda field theories. Some lower lying frequencies are integer times a coupling constant for which the corresponding exact quantum eigenvalues and eigenfunctions are obtained. An affine Toda-Calogero system, with a corresponding rational potential, is also discussed.Comment: LaTeX2e 22 pages with amsfonts and graphicx, 5 eps figure

Sparse and stable Markowitz portfolios

We consider the problem of portfolio selection within the classical Markowitz mean-variance framework, reformulated as a constrained least-squares regression problem. We propose to add to the objective function a penalty proportional to the sum of the absolute values of the portfolio weights. This penalty regularizes (stabilizes) the optimization problem, encourages sparse portfolios (i.e. portfolios with only few active positions), and allows to account for transaction costs. Our approach recovers as special cases the no-short-positions portfolios, but does allow for short positions in limited number. We implement this methodology on two benchmark data sets constructed by Fama and French. Using only a modest amount of training data, we construct portfolios whose out-of-sample performance, as measured by Sharpe ratio, is consistently and significantly better than that of the naive evenly-weighted portfolio which constitutes, as shown in recent literature, a very tough benchmark.Comment: Better emphasis of main result, new abstract, new examples and figures. New appendix with full details of algorithm. 17 pages, 6 figure

Additional symmetries of constrained CKP and BKP hierarchies

The additional symmetries of the constrained CKP (cCKP) and BKP (cBKP) hierarchies are given by their actions on the Lax operators, and their actions on the eigenfunction and adjoint eigenfunction $\{\Phi_i,\Psi_i \}$ are presented explicitly. Furthermore, we show that acting on the space of the wave operator, $\partial_k^*$ forms new centerless $W^{cC}_{1+\infty}$ and $W^{cB}_{1+\infty}$-subalgebra of centerless $W_{1+\infty}$ respectively. In order to define above symmetry flows $\partial_k^*$ of the cCKP and cBKP hierarchies, two vital operators $Y_k$ are introduced to revise the additional symmetry flows of the CKP and BKP hierarchies.Comment: 14 pages, accepted by SCIENCE CHINA Mathematics(2010

Some results on the eigenfunctions of the quantum trigonometric Calogero-Sutherland model related to the Lie algebra E6

The quantum trigonometric Calogero-Sutherland models related to Lie algebras admit a parametrization in which the dynamical variables are the characters of the fundamental representations of the algebra. We develop here this approach for the case of the exceptional Lie algebra E6.Comment: 17 pages, no figure

Nuclear pores in the apoptotic cell.

During apoptosis, nuclear pores undergo strong modifications, which are described here in five different apoptotic models, Conventional electron microscopy, supported by freeze-fracture analysis, showed a constant migration of nuclear pores towards the diffuse chromatin areas, In contrast, dense chromatin areas appear pore-free and are frequently surrounded by strongly dilated cistemae, A possible functional significance of this pore behaviour during apoptosis is discussed

Iterative algorithms for total variation-like reconstructions in seismic tomography

A qualitative comparison of total variation like penalties (total variation, Huber variant of total variation, total generalized variation, ...) is made in the context of global seismic tomography. Both penalized and constrained formulations of seismic recovery problems are treated. A number of simple iterative recovery algorithms applicable to these problems are described. The convergence speed of these algorithms is compared numerically in this setting. For the constrained formulation a new algorithm is proposed and its convergence is proven.Comment: 28 pages, 8 figures. Corrected sign errors in formula (25

Elastic-Net Regularization: Error estimates and Active Set Methods

This paper investigates theoretical properties and efficient numerical algorithms for the so-called elastic-net regularization originating from statistics, which enforces simultaneously l^1 and l^2 regularization. The stability of the minimizer and its consistency are studied, and convergence rates for both a priori and a posteriori parameter choice rules are established. Two iterative numerical algorithms of active set type are proposed, and their convergence properties are discussed. Numerical results are presented to illustrate the features of the functional and algorithms

Accelerating gradient projection methods for ℓ1\ell_1-constrained signal recovery by steplength selection rules

We propose a new gradient projection algorithm that compares favorably with the fastest algorithms available to date for $\ell_1$-constrained sparse recovery from noisy data, both in the compressed sensing and inverse problem frameworks. The method exploits a line-search along the feasible direction and an adaptive steplength selection based on recent strategies for the alternation of the well-known Barzilai-Borwein rules. The convergence of the proposed approach is discussed and a computational study on both well-conditioned and ill-conditioned problems is carried out for performance evaluations in comparison with five other algorithms proposed in the literature.Comment: 11 pages, 4 figure