185 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of Electronic Science and Technology of ChinaCN23 papers
- Sichuan UniversityCN18 papers
- University of Hong KongHK11 papers
- London School of Economics and Political ScienceGB9 papers
- Southwest Jiaotong UniversityCN9 papers
- University of GroningenNL8 papers
- Hong Kong Polytechnic UniversityHK6 papers
- The University of MelbourneAU6 papers
- University of PittsburghUS6 papers
- Chengdu UniversityCN5 papers
- Chinese Academy of SciencesCN5 papers
- Hong Kong University of Science and TechnologyHK5 papers
19 papers · 1 filter
The Black-Scholes-Merton dual equation
Shuxin Guo, Qiang Liu
We derive the Black-Scholes-Merton dual equation, which has exactly the same form as the Black-Scholes-Merton equation. The novel and general equation works for options with a payo…
Regular polygonal equilibrium configurations on S^1 and stability of the associated relative equilibria
Xiang Yu, Shuqiang Zhu
For the curved n-body problem in S^3, we show that a regular polygonal configuration for n masses on a geodesic is an equilibrium configuration if and only if n is odd and the mass…
Accelerated Structured Alternating Projections for Robust Spectrally Sparse Signal Recovery
HanQin Cai, Jian-Feng Cai, Tianming Wang +1
Consider a spectrally sparse signal that consists of complex sinusoids with or without damping. We study the robust recovery problem for the spectrally sparse…
A fast implicit difference scheme for solving the generalized time-space fractional diffusion equations with variable coefficients
Xian-Ming Gu, Ting-Zhu Huang, Yong-Liang Zhao +2
In this paper, we first propose an unconditionally stable implicit difference scheme for solving generalized time-space fractional diffusion equations (GTSFDEs) with variable coeff…
Framelet Representation of Tensor Nuclear Norm for Third-Order Tensor Completion
Tai-Xiang Jiang, Michael K. Ng, Xi-Le Zhao +1
The main aim of this paper is to develop a framelet representation of the tensor nuclear norm for third-order tensor completion. In the literature, the tensor nuclear norm can be c…
Randomized algorithms for the low multilinear rank approximations of tensors
Maolin Che, Yimin Wei, Hong Yan
In this paper, we focus on developing randomized algorithms for the computation of low multilinear rank approximations of tensors based on the random projection and the singular va…
A Hessenberg-type Algorithm for Computing PageRank Problems
Xian-Ming Gu, Siu-Long Lei, Ke Zhang +3
PageRank is a widespread model for analysing the relative relevance of nodes within large graphs arising in several applications. In the current paper, we present a cost-effective…
Solutions for fourth-order Kirchhoff type elliptic equations involving concave-convex nonlinearities in
Dong-Lun Wu, Fengying Li
In this paper, we show the existence and multiplicity of solutions for the following fourth-order Kirchhoff type elliptic equations \begin{eqnarray*} Δ^{2}u-M(\|\nabla u\|_{2}^{2})…
New homoclinic orbits for Hamiltonian systems with asymptotically quadratic growth at infinity
Dong-Lun Wu, Xiang Yu
In this paper, we study the existence and multiplicity of homoclinic solutions for following Hamiltonian systems with asymptotically quadratic nonlinearities at infinity \begin{eqn…
Fast Cadzow's Algorithm and a Gradient Variant
Haifeng Wang, Jian-Feng Cai, Tianming Wang +1
The Cadzow's algorithm is a signal denoising and recovery method which was designed for signals corresponding to low rank Hankel matrices. In this paper we first introduce a Fast C…
An implicit integration factor method for a kind of spatial fractional diffusion equations
Yong-Liang Zhao, Pei-Yong Zhu, Xian-Ming Gu +2
A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order…
Deep Plug-and-play Prior for Low-rank Tensor Completion
Xi-Le Zhao, Wen-Hao Xu, Tai-Xiang Jiang +2
Multi-dimensional images, such as color images and multi-spectral images, are highly correlated and contain abundant spatial and spectral information. However, real-world multi-dim…
Phase transitions and bump solutions of the Keller-Segel model with volume exclusion
Jose A. Carrillo, Xinfu Chen, Qi Wang +2
We show that the Keller-Segel model in one dimension with Neumann boundary conditions and quadratic cellular diffusion has an intricate phase transition diagram depending on the ch…
Efficient Simulation Budget Allocation for Subset Selection Using Regression Metamodels
Fei Gao, Zhongshun Shi, Siyang Gao +1
This research considers the ranking and selection (R&S) problem of selecting the optimal subset from a finite set of alternative designs. Given the total simulation budget constrai…
Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction
Yu Zheng, Yongxin Yang, Bowei Chen
In this paper we develop a novel neural network model for predicting implied volatility surface. Prior financial domain knowledge is taken into account. A new activation function t…
An efficient second-order convergent scheme for one-side space fractional diffusion equations with variable coefficients
Xue-lei Lin, Pin Lyu, Michael K. Ng +2
In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing sch…
A fast linearized finite difference method for the nonlinear multi-term time-fractional wave equation
Pin Lyu, Yuxiang Liang, Zhibo Wang
In this paper, we study a fast and linearized finite difference method to solve the nonlinear time-fractional wave equation with multi fractional orders. We first propose a discret…
End-to-End Single Image Fog Removal using Enhanced Cycle Consistent Adversarial Networks
Wei Liu, Xianxu Hou, Jiang Duan +1
Single image defogging is a classical and challenging problem in computer vision. Existing methods towards this problem mainly include handcrafted priors based methods that rely on…
A preconditioning technique for all-at-once system from the nonlinear tempered fractional diffusion equation
Yong-Liang Zhao, Pei-Yong Zhu, Xian-Ming Gu +2
An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit…