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Edward Lucyszyn

Publications and source records attributed to Edward Lucyszyn.

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Parametric shape optimization for the convected Helmholtz equation with a generalized Myers boundary condition

We consider the convected Helmholtz equation with a generalized Myers boundary condition (a boundary condition of the second-order) and characterize the set of physical parameters for which the problem is weakly well-posed. The model comes from industrial applications to absorb acoustic noise in jet engines filled with absorbing liners (porous material). The problem is set on a 3D cylinder filled with a d-upper regular boundary measure, with a real 1 < d $\le$ 2. This setup leads to a parametric shape optimization problem, for which we prove the existence of at least one optimal distribution for any fixed volume fraction of the absorbing liner on the boundary that minimizes the total acoustic energy on any bounded wavenumber range.

math.AP

Parameters Optimization of Pair Trading Algorithm

Pair trading is a market-neutral quantitative trading strategy that exploits price anomalies between two correlated assets. By taking simultaneous long and short positions, it generates profits based on relative price movements, independent of overall market trends. This study explores the mathematical foundations of pair trading, focusing on identifying cointegrated pairs, constructing trading signals, and optimizing model parameters to maximize returns. The results highlight the strategy's potential for consistent profitability even in volatile market conditions.

cs.CE