arXiv subjects

Jie Xiong

Publications and source records attributed to Jie Xiong.

At least 55 records · Page 3Linked to original sources

arXiv2025

Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty

This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching. Firstly, the $ L^β$-solutions of forward-backward stochastic differential equations with regime switching are given. Secondly, we obtain the variational inequality by making use of the continuity of solutions to variational equations with respect to the uncertainty parameter $θ$. Thirdly, utilizing the linearization and weak convergence techniques, we prove the necessary stochastic maximum principle and provide sufficient conditions for the stochastic optimal control. Finally, as an application, a risk-minimizing portfolio selection problem is studied.

math.OC↗

arXiv2025

General mean-field stochastic linear quadratic control problem driven by Lévy processes with random coefficients

This paper studies a stochastic mean-field linear-quadratic optimal control problem with random coefficients. The state equation is a general linear stochastic differential equation with mean-field terms $\EE X(t)$ and $\EE u(t)$ of the state and the control processes and is driven by a Brownian motion and a Poisson random measure. By the coupled system of Riccati equations, an explicit expressions for the optimal state feedback control is obtained. As a by-product, the non-homogeneous stochastic linear-quadratic control problem with random coefficients and Lévy driving noises is also studied.

math.OC↗

arXiv2025

Hamilton-Jacobi-Bellman Equations in the Wasserstein Space for the Optimal Control of the Kushner-Stratonovich Equation

This paper develops a comparison theorem for viscosity solutions of a new class of Hamilton-Jacobi-Bellman (HJB) equations, which is used to solve the separated problem governed by the K-S equation in the Wasserstein space. A distinctive feature of these HJB equations is the simultaneous presence of variational and Lions derivatives, an inevitable consequence of a nonzero observation function. Moreover, the presence of state-dependent correlated noise adds further complexity to the analysis, making the proof of the comparison theorem more challenging. The core proof strategy for the comparison theorem is to introduce a novel adaptation of the doubling variables argument, specifically tailored to tackle the challenges posed by the Wasserstein space. To this end, we construct an entirely new bivariate functional that combines viscosity sub/supsolutions, a smooth gauge-type function, and two Gaussian regularized entropy penalizations. The gauge-type function compensates for the non-differentiability (in the Lions sense) of the 2-Wasserstein distance, while the entropy penalizations ensure that the maximal point of the functional is well-behaved. Another major contribution of this paper is the derivation of the second-order variational and Lions derivatives of the gauge-type function and entropy functional, which are crucial for dealing with the second-order HJB equation. Meanwhile, the simple structure and pleasing regularity of these derivatives make the methodologies developed in this paper applicable within a wider range of theoretical settings. This paper gives the first result concerning the uniqueness of viscosity solutions for second-order HJB equations with variational derivatives in the Wasserstein space.

math.AP↗

arXiv2025

Linear-quadratic control for mean-field backward stochastic differential equations with random coefficients

In this paper, we study the linear-quadratic control problem for mean-field backward stochastic differential equations (MF-BSDE) with random coefficients. We first derive a preliminary stochastic maximum principle to analyze the unique solvability of the optimality system for this control problem through the variational method. Subsequently, we reformulate the mean-field linear-quadratic (MF-BSLQ) problem as a constrained BSDE control problem by imposing constraints on the expectation processes, which we solve using the Extended Lagrange multiplier method. Finally, we derive an explicit expression for the optimal control associated with Problem (MF-BSLQ).

math.OC↗

arXiv2025

Superconductivity Favored Anisotropic Phase Stiffness in Infinite-Layer Nickelates

In unconventional superconductors such as cuprates and iron pnictides and chalcogenides, phase stiffness - a measure of the energy cost associated with superconducting phase variations - is on the same order of magnitude as the strength of Cooper pairing, translating to superconductivity governed by phase fluctuations. However, due to a lack of a direct experimental probe, there remains a fundamental gap in establishing microscopic picture between unconventional superconductivity and phase fluctuations. Here we show a vector current technique that allows for in-situ angle-resolved transport measurements, providing exclusive evidence suggesting an anisotropic nature of phase stiffness in infinite-layer nickelate superconductors. Pronounced anisotropy of in-plane resistance manifests itself in both normal and superconducting transition states, indicating crystal symmetry breaking. Remarkably, the electric conductivity of Nd0.8Sr0.2NiO2 peaks at 125° between the direction of the current and crystal principal axis, but this angle evolves to 160° near zero-resistance temperature. Further measurements reveal that the superconductivity is favored along a direction with minimized phase fluctuations, an orientation strikingly deviating from the symmetric direction imposed by both electronic anisotropy and the underlying crystal lattice. Identical measurements conducted on a prototypical cuprate superconductor yield consistent results, suggesting that this previously unknown behavior could be ubiquitous. By shielding insight into the contrasting anisotropy between electron fluid and superfluid, our findings provide clues for a unified framework for understanding unconventional superconductors

cond-mat.supr-con↗

arXiv2025

Quantum fluctuations-driven Melting Transitions in Two-dimensional Superconductors

Quantum fluctuations are pivotal in driving quantum phase transitions, exemplified by the quantum melting of Wigner crystals into Fermi liquids in electron systems. However, their impact on superconducting systems near zero temperature, particularly in the superconductor-insulator/metal transition, remains poorly understood. In this study, through electric transport measurements on the two-dimensional (2D) superconductor (SnS)1.17NbS2, we demonstrate that quantum fluctuations induce vortex displacement from their mean position, leading to the quantum melting of vortex solid near zero temperature. Quantitative analysis reveals the magnetic field-induced anomalous metal originates from this quantum melting transition, with energy dissipation governed by quantum fluctuations-driven vortex displacements. Remarkably, further extending this analysis to various 2D superconductors yields the same results, and many properties of anomalous metal can be qualitatively understood within the framework of quantum melting. The connection between the quantum melting of vortex solids and dissipative anomalous metal opens a novel pathway towards understanding quantum phase transitions through vortex dynamics, providing new insights on both fields.

cond-mat.supr-con↗

arXiv2024

On the Amplitude of Vortex Entropy: A Semiclassical Treatment

Despite a long history of Nernst effect in superconductors, a satisfactory theory on its amplitude in vortex liquid phase is still absent. The central quantity of vortex Nernst signals is the entropy $s_ϕ$ carried by each vortex. Here we show a semiclassical treatment based on London equation and Pippard nonlocal generalization. The derived $s_ϕ$ is a function of both temperatures and magnetic fields. Its magnitude $s_ϕ^{amp}$ scales with normal-state conductivity $σ_n$. Estimations based on our formula show good consistency with experimentally determined values. In dirty limit, the relation is further simplified into a Wiedemann-Franz-like ratio $s_ϕ^{amp}/σ_n \propto k_B \ln 2/σ_Q$ if taking parameter values deduced from Homes' law, where $σ_Q=4e^2/h$ is two-dimensional quantum conductivity. We also address related issues, including bounds to $s_ϕ$, the Nernst signal and viscosity-entropy density ratio, which are all expressed in fundamental physical constants.

cond-mat.supr-con↗

arXiv2024

Weak Closed-loop Solvability of Linear Quadratic Stochastic Optimal Control Problems with Partial Information

This paper investigates a linear quadratic stochastic optimal control (LQSOC) problem with partial information. Firstly, by introducing two Riccati equations and a backward stochastic differential equation (BSDE), we solve this LQSOC problem under standard positive semidefinite assumptions. Secondly, by means of a perturbation approach, we study open-loop solvability of this problem when the weighting matrices in the cost functional are indefinite. Thirdly, we investigate weak closed-loop solvability of this problem and prove the equivalence between open-loop and weak closed-loop solvabilities. Finally, we give an example to illustrate the way for obtaining a weak closed-loop optimal strategy.

math.OC↗

arXiv2024

Zero-sum stochastic linear-quadratic Stackelberg differential games of Markovian regime-switching system

This paper investigates a zero-sum stochastic linear-quadratic (SLQ, for short) Stackelberg differential game problem, where the coefficients of the state equation and the weighting matrices in the performance functional are regulated by a Markov chain. By utilizing the findings in \citet{Zhang.X.2021_ILQM}, we directly present the feedback representation to the rational reaction of the follower. For the leader's problem, we derive the optimality system through the variational method and study its unique solvability from the Hilbert space point of view. We construct the explicit optimal control for the leader based on the solution to coupled differential Riccati equations (CDREs, for short) and obtain the solvability of CDREs under the one-dimensional framework. Finally, we provide two concrete examples to illustrate the results developed in this paper.

math.OC↗

arXiv2024

Stochastic linear-quadratic differential game with Markovian jumps in an infinite horizon

This paper investigates a two-person non-homogeneous linear-quadratic stochastic differential game (LQ-SDG, for short) in an infinite horizon for a system regulated by a time-invariant Markov chain. Both non-zero-sum and zero-sum LQ-SDG problems are studied. It is shown that the zero-sum LQ-SDG problem can be considered a special non-zero-sum LQ-SDG problem. The open-loop Nash equilibrium point of non-zero-sum (zero-sum, respectively) LQ-SDG problem is characterized by the solvability of a system of constrained forward-backward stochastic differential equations (FBSDEs, for short) in an infinite horizon and the convexity (convexity-concavity, respectively) of the performance functional and their corresponding closed-loop Nash equilibrium strategy are characterized by the solvability of a system of constrained coupled algebra Riccati equations (CAREs, for short) with certain stabilizing conditions. In addition, the closed-loop representation of open-loop Nash equilibrium point for non-zero-sum (zero-sum, respectively) LQ-SDG is provided by the non-symmetric (symmetric, respectively) solution to a system CAREs. At the end of this paper, we provide three concrete examples and solve their open-loop/closed-loop Nash equilibrium strategy based on the obtained results.

math.OC↗

arXiv2024

Exploring quantum sensing for fine-grained liquid recognition

Recent years have witnessed the use of pervasive wireless signals (e.g., Wi-Fi, RFID, and mmWave) for sensing purposes. Due to its non-intrusive characteristic, wireless sensing plays an important role in various intelligent sensing applications. However, limited by the inherent thermal noise of RF transceivers, the sensing granularity of existing wireless sensing systems are still coarse, limiting their adoption for fine-grained sensing applications. In this paper, we introduce the quantum receiver, which does not contain traditional electronic components such as mixers, amplifiers, and analog-to-digital converters (ADCs) to wireless sensing systems, significantly reducing the source of thermal noise. By taking non-intrusive liquid recognition as an application example, we show the superior performance of quantum wireless sensing. By leveraging the unique property of quantum receiver, we propose a novel double-ratio method to address several well-known challenges in liquid recognition, eliminating the effect of liquid volume, device-target distance and container. We implement the quantum sensing prototype and evaluate the liquid recognition performance comprehensively. The results show that our system is able to recognize 17 commonly seen liquids, including very similar ones~(e.g., Pepsi and Coke) at an accuracy higher than 99.9\%. For milk expiration monitoring, our system is able to achieve an accuracy of 99.0\% for pH value measurements at a granularity of 0.1, which is much finer than that required for expiration monitoring.

physics.app-ph↗

arXiv2024

Quantitative diffusion approximation for the Neutral $r$-Alleles Wright-Fisher Model with Mutations

We apply a Lindeberg principle under the Markov process setting to approximate the Wright-Fisher model with neutral $r$-alleles using a diffusion process, deriving an error rate based on a function class distance involving fourth-order bounded differentiable functions. This error rate consists of a linear combination of the maximum mutation rate and the reciprocal of the population size. Our result improves the error bound in the seminal work [PNAS,1977], where only the special case $r=2$ was studied.

math.PR↗

arXiv2024

Some quenched and annealed limit theorems of superprocesses in random environments

Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment described by a Gaussian noise $W=\{W(t,x), t\geq 0, x\in \mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g(x,y)$. When $d\geq 3$, under the condition that the correlation function $g(x,y)$ is bounded above by some appropriate function $\bar{g}(x-y)$, we present the quenched and annealed Strong Law of Large Numbers and the Central Limit Theorems regarding the weighted occupation measure $\int_0^t X_s ds$ as $t\to \infty$.

math.PR↗

arXiv2024

Social Optima of Linear Forward-Backward Stochastic System

A linear quadratic (LQ) stochastic optimization system involving large population, which is driven by forward-backward stochastic differential equation (FBSDE), is investigated in this paper. Agents cooperate with each other to minimize the so-called social objective, which is rather different from mean field (MF) game. Employing forward-backward person-by-person optimality principle, we derive an auxiliary LQ control problem by decentralized information. A decentralized strategy is obtained by virtue of an MF-type forward-backward stochastic differential equation consistency condition. Applying Riccati equation decoupling method, we solve the consistency condition system. We also verify the asymptotic social optimality in this framework.

math.OC↗

arXiv2024

Two system transformation data-driven algorithms for linear quadratic mean-field games

This paper studies a class of continuous-time linear quadratic (LQ) mean-field game problems. We develop two system transformation data-driven algorithms to approximate the decentralized strategies of the LQ mean-field games. The main feature of the obtained data-driven algorithms is that they eliminate the requirement on all system matrices. First, we transform the original stochastic system into an ordinary differential equation (ODE). Subsequently, we construct some Kronecker product-based matrices by the input/state data of the ODE. By virtue of these matrices, we implement a model-based policy iteration (PI) algorithm and a model-based value iteration (VI) algorithm in a data-driven fashion. In addition, we also demonstrate the convergence of these two data-driven algorithms under some mild conditions. Finally, we illustrate the practicality of our algorithms via two numerical examples.

math.OC↗

arXiv2024

Stochastic partial differential equations for superprocesses in random environments

Let $X=(X_t, t\geq 0)$ be a superprocess in a random environment described by a Gaussian noise $W^g=\{W^g(t,x), t\geq 0, x\in \mathbb{R}^d\}$ white in time and colored in space with correlation kernel $g(x,y)$. We show that when $d=1$, $X_t$ admits a jointly continuous density function $X_t(x)$ that is a unique in law solution to a stochastic partial differential equation \begin{align*} \frac{\partial }{\partial t}X_t(x)=\fracΔ{2} X_t(x)+\sqrt{X_t(x)} \dot{V}(t,x)+X_t(x)\dot{W}^g(t, x) , \quad X_t(x)\geq 0, \end{align*} where $V=\{V(t,x), t\geq 0, x\in \mathbb{R}\}$ is a space-time white noise and is orthogonal with $W^g$. When $d\geq 2$, we prove that $X_t$ is singular and hence density does not exist.

math.PR↗

arXiv2024

Extremely asymmetric absorption and reflection near the exceptional point of three-dimensional metamaterial

In recent years, particular physical phenomena enabled by non-Hermitian metamaterial systems have attracted significant research interests. In this paper, a non-Hermitian three-dimensional metamaterial near the exceptional point (EP) is proposed to demonstrate extremely asymmetric absorption and reflection. Unlike its conventional counterparts, this proposed metamaterial is constructed with a loss-assisted design. Localized losses are introduced into the structure by combining our technique of graphene-based resistive inks with conventional printed circuit board (PCB) process. Extremely asymmetric absorption and reflection near the EP are experimentally observed by tuning the loss between split ring resonators (SRRs) in the meta-atoms. Simultaneously, by linking the equivalent circuit model (ECM) with the Hamiltonian quantum physical model, the equivalent non-Hermitian Hamiltonian is obtained and a non-Hermitian transmission matrix is constructed. We show that tuning the structure and circuit parameters of the ECM produces a metamaterial system with EP response. Our system can be used in the design of asymmetric metamaterial absorbers. Our work lays down the way for the manipulation of EP to develop perfect absorption, sensing and other applications in the 3D metamaterial platform.

physics.app-ph↗

arXiv2023

Mixed state branching evolution for cell division models

We prove a scaling limit theorem for two-type Galton-Waston branching processes with interaction. The limit theorem gives rise to a class of mixed state branching processes with interaction using to simulate the evolution for cell division affected by parasites. Such process can also be obtained by the pathwise unique solution to a stochastic equation system. Moreover, we present sufficient conditions for extinction with probability one and the exponential ergodicity in the total variation distance of such process.

math.PR↗