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Improved linear response for stochastically driven systems
Rafail V. ABRAMOV
Front Math Chin. 2012, 7 (2): 199-216.
https://doi.org/10.1007/s11464-012-0192-7
The recently developed short-time linear response algorithm, which predicts the average response of a nonlinear chaotic system with forcing and dissipation to small external perturbation, generally yields high precision of the response prediction, although suffers from numerical instability for long response times due to positive Lyapunov exponents. However, in the case of stochastically driven dynamics, one typically resorts to the classical fluctuationdissipation formula, which has the drawback of explicitly requiring the probability density of the statistical state together with its derivative for computation, which might not be available with sufficient precision in the case of complex dynamics (usually a Gaussian approximation is used). Here, we adapt the short-time linear response formula for stochastically driven dynamics, and observe that, for short and moderate response times before numerical instability develops, it is generally superior to the classical formula with Gaussian approximation for both the additive and multiplicative stochastic forcing. Additionally, a suitable blending with classical formula for longer response times eliminates numerical instability and provides an improved response prediction even for long response times.
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Sum of squares methods for minimizing polynomial forms over spheres and hypersurfaces
Jiawang NIE
Front Math Chin. 2012, 7 (2): 321-346.
https://doi.org/10.1007/s11464-012-0187-4
This paper studies the problem of minimizing a homogeneous polynomial (form) f(x) over the unit sphere Sn-1={x∈?n:‖x‖2=|1}. The problem is NP-hard when f(x) has degree 3 or higher. Denote by fmin (resp. fmax) the minimum (resp. maximum) value of f(x) on Sn-1. First, when f(x) is an even form of degree 2d, we study the standard sum of squares (SOS) relaxation for finding a lower bound of the minimum fmin:max? γ s.t. f(x)-γ·‖x‖22d? is SOS.Let fsos be the above optimal value. Then we show that for all n≥2d,1≤fmax?-fsosfmax?-fmin?≤C(d)(n2d).Here, the constant C(d) is independent of n. Second, when f(x) is a multi-form and Sn-1 becomes a multi-unit sphere, we generalize the above SOS relaxation and prove a similar bound. Third, when f(x) is sparse, we prove an improved bound depending on its sparsity pattern; when f(x) is odd, we formulate the problem equivalently as minimizing a certain even form, and prove a similar bound. Last, for minimizing f(x) over a hypersurface H(g)={x∈?n:g(x)=1} defined by a positive definite form g(x), we generalize the above SOS relaxation and prove a similar bound.
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