Searcharxiv⌕ Search

arXiv subjects

Jie Xiong

Publications and source records attributed to Jie Xiong.

At least 37 records · Page 2Linked to original sources

Stochastic Mean-Field LQ Stackelberg Differential Games with Random Coefficients: Theory and a Deep FBSDE Picard Solver

This paper studies a stochastic mean-field linear-quadratic Stackelberg differential game with random coefficients. The interaction between mean-field terms and random coefficients precludes the direct use of conventional decoupling techniques. We apply an extended Lagrange multiplier method to derive an affine operator representation of the follower's optimal response. The induced leader problem is then formulated as a generalized stochastic LQ control problem with operator-valued coefficients, and the Stackelberg optimal control is characterized through a Riccati-free coupled FBSDE system. We further develop a Deep FBSDE Picard Solver that preserves the Stackelberg order through follower-response learning, response-sensitivity extraction, leader optimization, and neural augmented Lagrangian enforcement of mean-field consistency constraints. Numerical studies covering convergence diagnostics, discretization sensitivity, Riccati calibration, ablation tests, stability under control perturbations, Stackelberg--Nash comparisons, and a financial application support the effectiveness of the proposed framework.

math.OC↗

Physics-informed operator learning for transferable energy-dissipative microstructure dynamics

Phase-field simulations provide mechanistic descriptions of microstructure evolution, but repeated high-fidelity integration over long horizons and broad parameter spaces remains computationally expensive. We present PFNet, a physics-informed neural operator framework that advances microstructural states by learning conditional evolution operators rather than direct correlations. PFNet combines a diffusion-inspired U-Net with periodic padding, entropy-based state conditioning and thermodynamic-parameter modulation to encode boundary consistency, instantaneous ordering state and changes in the free-energy landscape. For Cahn-Hilliard coarsening, PFNet achieves accurate one-step prediction and stable autoregressive rollouts across composition, gradient-energy coefficient, coarsening stage and morphology class, with errors concentrated near diffuse interfaces and topology-changing regions. The same framework extends to a four-channel martensitic-transformation benchmark without martensite-specific redesign. These results indicate that physics-informed operator learning can provide transferable surrogates for phase-field dynamics and broader energy-dissipative dynamical systems.

cond-mat.mtrl-sci↗

Equilibrium Strategies for the N-agent Mean-Variance Investment Problem over a Random Horizon

We study equilibrium feedback strategies for a family of dynamic mean-variance problems with competition among a large group of agents. We assume that the time horizon is random and each agent's risk aversion depends dynamically on the current wealth. We consider both the finite population game and the corresponding mean-field one. Each agent can invest in a risk-free asset and a specific individual stock, which is correlated with other stocks by a common noise. By applying stochastic control theory, we derive the extended Hamilton-Jacobi-Bellman (HJB) system of equations for both $n$-agent and mean-field games. Under an exponentially distributed random horizon, in each case, we explicitly obtain the equilibrium feedback strategies and the value function. Our results show that the agent's equilibrium feedback strategy depends not only on his/her current wealth but also on the wealth of other competitors. Moreover, when the risk aversion is state-independent and the risk-free interest rate is zero, the equilibrium strategies degenerate to constants, which is identical to the unique equilibrium obtained in \citet{lacker2019mean} with exponential risk preferences; when the competition parameter goes to zero and the risk aversion equals some specific value, the equilibrium strategies coincide with the ones derived in \citet{landriault2018equilibrium}.

math.OC↗

Full waveform inversion method based on diffusion model

Seismic full-waveform inversion is a core technology for obtaining high-resolution subsurface model parameters. However, its highly nonlinear characteristics and strong dependence on the initial model often lead to the inversion process getting trapped in local minima. In recent years, generative diffusion models have provided a way to regularize full-waveform inversion by learning implicit prior distributions. However, existing methods mostly use unconditional diffusion processes, ignoring the inherent physical coupling relationship between velocity and density and other physical properties. This paper proposes a full-waveform inversion method based on conditional diffusion model regularization. By improving the backbone network structure of the diffusion model, two-dimensional density information is introduced as a conditional input into the U-Net network. Experimental results show that the full-waveform inversion method based on the conditional diffusion model significantly improves the resolution and structural fidelity of the inversion results, and exhibits stronger stability and robustness when dealing with complex situations. This method effectively utilizes density information to constrain the inversion and has good practical application value. Keywords: Deep learning; Diffusion model; Full waveform inversion.

cs.LG↗

High-Fidelity Compression of Seismic Velocity Models via SIREN Auto-Decoders

Implicit Neural Representations (INRs) have emerged as a powerful paradigm for representing continuous signals independently of grid resolution. In this paper, we propose a high-fidelity neural compression framework based on a SIREN (Sinusoidal Representation Networks) auto-decoder to represent multi-structural seismic velocity models from the OpenFWI benchmark. Our method compresses each 70x70 velocity map (4,900 points) into a compact 256-dimensional latent vector, achieving a compression ratio of 19:1. We evaluate the framework on 1,000 samples across five diverse geological families: FlatVel, CurveVel, FlatFault, CurveFault, and Style. Experimental results demonstrate an average PSNR of 32.47 dB and SSIM of 0.956, indicating high-quality reconstruction. Furthermore, we showcase two key advantages of our implicit representation: (1) smooth latent space interpolation that generates plausible intermediate velocity structures, and (2) zero-shot super-resolution capability that reconstructs velocity fields at arbitrary resolutions up to 280x280 without additional training. The results highlight the potential of INR-based auto-decoders for efficient storage, multi-scale analysis, and downstream geophysical applications such as full waveform inversion.

cs.LG↗

Seismic full-waveform inversion based on a physics-driven generative adversarial network

Objectives: Full-waveform inversion (FWI) is a high-resolution geophysical imaging technique that reconstructs subsurface velocity models by iteratively minimizing the misfit between predicted and observed seismic data. However, under complex geological conditions, conventional FWI suffers from strong dependence on the initial model and tends to produce unstable results when the data are sparse or contaminated by noise. Methods: To address these limitations, this paper proposes a physics-driven generative adversarial network-based full-waveform inversion method. The proposed approach integrates the data-driven capability of deep neural networks with the physical constraints imposed by the seismic wave equation, and employs adversarial training through a discriminator to enhance the stability and robustness of the inversion results. Results: Experimental results on two representative benchmark geological models demonstrate that the proposed method can effectively recover complex velocity structures and achieves superior performance in terms of structural similarity (SSIM) and signal-to-noise ratio (SNR). Conclusions: This method provides a promising solution for alleviating the initial-model dependence in full-waveform inversion and shows strong potential for practical applications.

cs.LG↗

Conditional Rectified Flow-based End-to-End Rapid Seismic Inversion Method

Seismic inversion is a core problem in geophysical exploration, where traditional methods suffer from high computational costs and are susceptible to initial model dependence. In recent years, deep generative model-based seismic inversion methods have achieved remarkable progress, but existing generative models struggle to balance sampling efficiency and inversion accuracy. This paper proposes an end-to-end fast seismic inversion method based on Conditional Rectified Flow[1], which designs a dedicated seismic encoder to extract multi-scale seismic features and adopts a layer-by-layer injection control strategy to achieve fine-grained conditional control. Experimental results demonstrate that the proposed method achieves excellent inversion accuracy on the OpenFWI[2] benchmark dataset. Compared with Diffusion[3,4] methods, it achieves sampling acceleration; compared with InversionNet[5,6,7] methods, it achieves higher accuracy in generation. Our zero-shot generalization experiments on Marmousi[8,9] real data further verify the practical value of the method. Experimental results show that the proposed method achieves excellent inversion accuracy on the OpenFWI benchmark dataset; compared with Diffusion methods, it achieves sampling acceleration while maintaining higher accuracy than InversionNet methods; experiments based on the Marmousi standard model further verify that this method can generate high-quality initial velocity models in a zero-shot manner, effectively alleviating the initial model dependency problem in traditional Full Waveform Inversion (FWI), and possesses industrial practical value.

cs.LG↗

Extinction behaviour for competing continuous-state population dynamics

We consider a system of two stochastic differential equations (SDEs) with competing two-way interactions driven by Brownian motions and spectrally positive $α$-stable random measures. Such a SDE system can be identified as a Lotka-Volterra type population model. We find nearly sharp conditions for one of the population to become extinct or extinguished.

math.PR↗

Near optimal controls for partially observed stochastic linear quadratic problems

In this article, we consider a stochastic linear quadratic control problem with partial observation. A near optimal control in the weak formulation is characterized. The main features of this paper are the presence of the control in the diffusion term of the state equation, the circular dependence between the control process and the filtration generated by the observation, and the observation process contains an unbounded drift term. We address these difficulties by first restricting the control to a smaller domain, which enables us to apply the Girsanov theorem using a conditional argument and thereby break the circular dependence. Subsequently, we study the restricted problem using a non-standard variation method. The desired near optimal control is then obtained by taking the limit of an approximating sequence.

math.OC↗

Thermal photon emission from quark-gluon plasma: 1+1D magnetohydrodynamics results

We investigate thermal photon production in the quark-gluon plasma (QGP) under strong magnetic fields using a magnetohydrodynamic (MHD) framework. Adopting the Bjorken flow model with power-law decaying magnetic fields $\mathbf{B}(τ) = \mathbf{B}_0 (τ_0/τ)^a$ (where $a$ controls the decay rate, $B_0 = \sqrtσ T_0^2$, and $σ$ characterizes the initial field strength), we employ relativistic ideal fluid dynamics under the non-resistive approximation. The resulting QGP temperature evolution exhibits distinct $a$- and $σ$-dependent behaviors. Thermal photon production rates are calculated for three dominant processes: Compton scattering with $q\bar{q}$ annihilation (C+A), bremsstrahlung (Brems), and $q\bar{q}$ annihilation with additional scattering (A+S). These rates are integrated over the space-time volume to obtain the photon transverse momentum $(p_T)$ spectrum. Our results demonstrate that increasing $a$ enhances photon yields across all $p_T$, with $a \to \infty$ (super-fast decay) providing an upper bound. For $a = 2/3$, larger $σ$ suppresses yields through accelerated cooling, whereas for $a \to \infty$, larger $σ$ enhances yields via prolonged thermal emission. Low-$p_T$ photons receive significant contributions from all QGP evolution stages, while high-$p_T$ photons originate predominantly from early times. The central rapidity region $(y=0)$ dominates the total yield. This work extends photon yield studies to the MHD regime under strong magnetic fields, elucidating magnetic field effects on QGP electromagnetic signatures and establishing foundations for future investigations of magnetization and dissipative phenomena.

hep-ph↗

KAN-Enhanced Contrastive Learning Accelerating Crystal Structure Identification from XRD Patterns

Accurate determination of crystal structures is central to materials science, underpinning the understanding of composition-structure-property relationships and the discovery of new materials. Powder X-ray diffraction is a key technique in this pursuit due to its versatility and reliability. However, current analysis pipelines still rely heavily on expert knowledge and slow iterative fitting, limiting their scalability in high-throughput and autonomous settings. Here, we introduce a physics-guided contrastive learning framework termed as XCCP. It aligns powder diffraction patterns with candidate crystal structures in a shared embedding space to enable efficient structure retrieval and symmetry recognition. The XRD encoder employs a dual-expert design with a Kolmogorov-Arnold Network projection head, one branch emphasizes low angle reflections reflecting long-range order, while the other captures dense high angle peaks shaped by symmetry. Coupled with a crystal graph encoder, contrastive pretraining yields physically grounded representations. XCCP demonstrates strong performance across tasks, with structure retrieval reaching 0.89 and space group identification attains 0.93 accuracy. The framework further generalizes to compositionally similar multi principal element alloys and demonstrates zero-shot transfer to experimental patterns. These results establish XCCP as a robust, interpretable, and scalable approach that offers a new paradigm for X-ray diffraction analysis. XCCP facilitates high-throughput screening, rapid structural validation and integration into autonomous laboratories.

cond-mat.mtrl-sci↗

Intra-DP: A High Performance Collaborative Inference System for Mobile Edge Computing

Deploying deep neural networks (DNNs) on resource-constrained mobile devices presents significant challenges, particularly in achieving real-time performance while simultaneously coping with limited computational resources and battery life. While Mobile Edge Computing (MEC) offers collaborative inference with GPU servers as a promising solution, existing approaches primarily rely on layer-wise model partitioning and undergo significant transmission bottlenecks caused by the sequential execution of DNN operations. To address this challenge, we present Intra-DP, a high-performance collaborative inference system optimized for DNN inference on MEC. Intra DP employs a novel parallel computing technique based on local operators (i.e., operators whose minimum unit input is not the entire input tensor, such as the convolution kernel). By decomposing their computations (operations) into several independent sub-operations and overlapping the computation and transmission of different sub-operations through parallel execution, Intra-DP mitigates transmission bottlenecks in MEC, achieving fast and energy-efficient inference. The evaluation demonstrates that Intra-DP reduces per-inference latency by up to 50% and energy consumption by up to 75% compared to state-of-the-art baselines, without sacrificing accuracy.

cs.NI↗

Stochastic maximum principle for weighted mean-field system with jump

In this article, we consider a weighted mean-field control problem with jump-diffusion as its state process. The main difficulty is from the non-Lipschitz property of the coefficients. We overcome this difficulty by an $L_{p,q}$-estimate of the solution processes with a suitably chosen $p$ and $q$. Convex pertubation method combining with the aforementioned $L_{p,q}$-estimation method is utilized to derive the stochastic maximum principle for this control problem. A sufficient condition for the optimality is also given.

math.OC↗

Express Diagnostic of Intense Laser-driven MeV Radiation Source using Copper Isotopes

We explored the generation and diagnosis of high-brightness MeV bremsstrahlung radiation caused by intense beam of relativistic electrons propagating in a tantalum converter. The intense electron beam was produced through direct laser acceleration mechanism in the interaction of relativistic high-power sub-ps laser pulse with near critical density plasma. We propose to detect the divergence angle and photon fluence of high-brightness and high-energy gamma radiation source based on the nuclear activation method. The radioactive 62^Cu was generated through photonuclear reactions 63^Cu(gamma,n) 62^Cu and the subsequent beta^+ decay of 62^Cu was measured to derive characteristics of the gamma radiation source. This method provides an express approach to diagnose the laser-driven MeV radiation source and a potential efficient way to produce 62^Cu isotopes.

physics.acc-ph↗

Robust optimal stopping with regime switching

In this paper, we study an optimal stopping problem in the presence of model uncertainty and regime switching. The max-min formulation for robust control and the dynamic programming approach are adopted to establish a general theoretical framework for such kind of problem. First, based on the dynamic programming principle, the value function of the optimal stopping problem is characterized as the unique viscosity solution to the associated Hamilton-Jacobi-Bellman equation. Then, the so-called smooth-fit principle for optimal stopping problems is proved in the current context, and a verification theorem consisting of a set of sufficient conditions for robust optimality is established. Moreover, when the Markov chain has a large state space and exhibits a two-time-scale structure, a singular perturbation approach is utilized to reduce the complexity involved and obtain an asymptotically optimal solution. Finally, an example of choosing the best time to sell a stock is provided, in which numerical experiments are reported to illustrate the implications of model uncertainty and regime switching.

math.OC↗

CAMEF: Causal-Augmented Multi-Modality Event-Driven Financial Forecasting by Integrating Time Series Patterns and Salient Macroeconomic Announcements

Accurately forecasting the impact of macroeconomic events is critical for investors and policymakers. Salient events like monetary policy decisions and employment reports often trigger market movements by shaping expectations of economic growth and risk, thereby establishing causal relationships between events and market behavior. Existing forecasting methods typically focus either on textual analysis or time-series modeling, but fail to capture the multi-modal nature of financial markets and the causal relationship between events and price movements. To address these gaps, we propose CAMEF (Causal-Augmented Multi-Modality Event-Driven Financial Forecasting), a multi-modality framework that effectively integrates textual and time-series data with a causal learning mechanism and an LLM-based counterfactual event augmentation technique for causal-enhanced financial forecasting. Our contributions include: (1) a multi-modal framework that captures causal relationships between policy texts and historical price data; (2) a new financial dataset with six types of macroeconomic releases from 2008 to April 2024, and high-frequency real trading data for five key U.S. financial assets; and (3) an LLM-based counterfactual event augmentation strategy. We compare CAMEF to state-of-the-art transformer-based time-series and multi-modal baselines, and perform ablation studies to validate the effectiveness of the causal learning mechanism and event types.

cs.LG↗

AIMatDesign: Knowledge-Augmented Reinforcement Learning for Inverse Materials Design under Data Scarcity

With the growing demand for novel materials, machine learning-driven inverse design methods face significant challenges in reconciling the high-dimensional materials composition space with limited experimental data. Existing approaches suffer from two major limitations: (I) machine learning models often lack reliability in high-dimensional spaces, leading to prediction biases during the design process; (II) these models fail to effectively incorporate domain expert knowledge, limiting their capacity to support knowledge-guided inverse design. To address these challenges, we introduce AIMatDesign, a reinforcement learning framework that addresses these limitations by augmenting experimental data using difference-based algorithms to build a trusted experience pool, accelerating model convergence. To enhance model reliability, an automated refinement strategy guided by large language models (LLMs) dynamically corrects prediction inconsistencies, reinforcing alignment between reward signals and state value functions. Additionally, a knowledge-based reward function leverages expert domain rules to improve stability and efficiency during training. Our experiments demonstrate that AIMatDesign significantly surpasses traditional machine learning and reinforcement learning methods in discovery efficiency, convergence speed, and success rates. Among the numerous candidates proposed by AIMatDesign, experimental synthesis of representative Zr-based alloys yielded a top-performing BMG with 1.7GPa yield strength and 10.2\% elongation, closely matching predictions. Moreover, the framework accurately captured the trend of yield strength variation with composition, demonstrating its reliability and potential for closed-loop materials discovery.

cs.LG↗

Mean-field stochastic linear quadratic control problem with random coefficients

In this paper, we first prove that the mean-field stochastic linear quadratic (MFSLQ for short) control problem with random coefficients has a unique optimal control and derive a preliminary stochastic maximum principle to characterize this optimal control by an optimality system. However, because of the term of the form $\mathbb{E}[A_1(\cdot)^\top Y(\cdot)] $ in the adjoint equation, which cannot be represented in the form $\mathbb{E}[A_1(\cdot)^\top]\mathbb{E} [Y(\cdot)] $, we cannot solve this optimality system explicitly. To this end, we decompose the MFSLQ control problem into two problems without the mean-field terms, and one of them is a constrained problem. The constrained SLQ control problem is solved explicitly by an extended LaGrange multiplier method developed in this article.

math.OC↗