arXiv subjects

Lei Li

Publications and source records attributed to Lei Li.

At least 793 records · Page 44Linked to original sources

arXiv2017

A Modified Levy Jump-Diffusion Model Based on Market Sentiment Memory for Online Jump Prediction

In this paper, we propose a modified Levy jump diffusion model with market sentiment memory for stock prices, where the market sentiment comes from data mining implementation using Tweets on Twitter. We take the market sentiment process, which has memory, as the signal of Levy jumps in the stock price. An online learning and optimization algorithm with the Unscented Kalman filter (UKF) is then proposed to learn the memory and to predict possible price jumps. Experiments show that the algorithm provides a relatively good performance in identifying asset return trends.

q-fin.ST↗

arXiv2017

Mitigation of artifacts due to isolated acoustic heterogeneities in photoacoustic computed tomography using a variable data truncation-based reconstruction method

Photoacoustic computed tomography (PACT) is an emerging computed imaging modality that exploits optical contrast and ultrasonic detection principles to form images of the absorbed optical energy density within tissue. If the object possesses spatially variant acoustic properties that are unaccounted for by the reconstruction method, the estimated image can contain distortions. While reconstruction methods have recently been developed to compensate for this effect, they generally require the object's acoustic properties to be known a priori. To circumvent the need for detailed information regarding an object's acoustic properties, we previously proposed a half-time reconstruction method for PACT. A half-time reconstruction method estimates the PACT image from a data set that has been temporally truncated to exclude the data components that have been strongly aberrated. However, this method can be improved upon when the approximate sizes and locations of isolated heterogeneous structures, such as bones or gas pockets, are known. To address this, we investigate PACT reconstruction methods that are based on a variable data truncation (VDT) approach. The VDT approach represents a generalization of the half-time approach, in which the degree of temporal truncation for each measurement is determined by the distance between the corresponding ultrasonic transducer location and the nearest known bone or gas void location. Computer-simulated and experimental data are employed to demonstrate the effectiveness of the approach in mitigating artifacts due to acoustic heterogeneities.

physics.med-ph↗

arXiv2017

Fractional stochastic differential equations satisfying fluctuation-dissipation theorem

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the `fluctuation-dissipation theorem' is satisfied, and this verifies that satisfying `fluctuation-dissipation theorem' indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors.

math.PR↗

arXiv2017

2-local standard isometries on vector-valued Lipschitz function spaces

Under the right conditions on a compact metric space $X$ and on a Banach space $E$, we give a description of the $2$-local (standard) isometries on the Banach space $\hbox{Lip}(X,E)$ of vector-valued Lipschitz functions from $X$ to $E$ in terms of a generalized composition operator, and we study when every $2$-local (standard) isometry on $\hbox{Lip}(X,E)$ is both linear and surjective.

math.FA↗

arXiv2017

Continuous and discrete one dimensional autonomous fractional ODEs

In this paper, we study 1D autonomous fractional ODEs $D_c^γu=f(u), 0< γ<1$, where $u: [0,\infty)\mapsto\mathbb{R}$ is the unknown function and $D_c^γ$ is the generalized Caputo derivative introduced by Li and Liu ( arXiv:1612.05103). Based on the existence and uniqueness theorem and regularity results in previous work, we show the monotonicity of solutions to the autonomous fractional ODEs and several versions of comparison principles. We also perform a detailed discussion of the asymptotic behavior for $f(u)=Au^p$. In particular, based on an Osgood type blow-up criteria, we find relatively sharp bounds of the blow-up time in the case $A>0, p>1$. These bounds indicate that as the memory effect becomes stronger ($γ\to 0$), if the initial value is big, the blow-up time tends to zero while if the initial value is small, the blow-up time tends to infinity. In the case $A<0, p>1$, we show that the solution decays to zero more slowly compared with the usual derivative. Lastly, we show several comparison principles and Grönwall inequalities for discretized equations, and perform some numerical simulations to confirm our analysis.

math.CA↗

arXiv2017

A dispersive regularization for the modified Camassa-Holm equation

In this paper, we present a dispersive regularization for the modified Camassa-Holm equation (mCH) in one dimension, which is achieved through a double mollification for the system of ODEs describing trajectories of $N$-peakon solutions. From this regularized system of ODEs, we obtain approximated $N$-peakon solutions with no collision between peakons. Then, a global $N$-peakon solution for the mCH equation is obtained, whose trajectories are global Lipschitz functions and do not cross each other. When $N=2$, the limiting solution is a sticky peakon weak solution. By a limiting process, we also derive a system of ODEs to describe $N$-peakon solutions. At last, using the $N$-peakon solutions and through a mean field limit process, we obtain global weak solutions for general initial data $m_0$ in Radon measure space.

math.AP↗

arXiv2017

Internal polarization dynamics of vector dissipative-soliton-resonance pulses in normal dispersion fiber lasers

Investigation of internal polarization dynamics of vector dissipative-soliton-resonance (DSR) pulses in a mode-locked fiber laser is presented. Stable vector DSR pulses are experimentally ob- served. Using a waveplate-analyzer configuration, we find that polarization is not uniform across a resonant dissipative soliton. Specifically, although the central plane wave of the resonant dissi- pative soliton acquires nearly a fixed polarization, the fronts feature polarization states that are different and spatially varying. This distinct polarizaiton distribution is maintained while the whole soliton structrue extends with varying gain conditions. Numerical simulation further confirms the experimental observations.

physics.optics↗

arXiv2017

Fully Automatic Segmentation and Objective Assessment of Atrial Scars for Longstanding Persistent Atrial Fibrillation Patients Using Late Gadolinium-Enhanced MRI

Purpose: Atrial fibrillation (AF) is the most common cardiac arrhythmia and is correlated with increased morbidity and mortality. It is associated with atrial fibrosis, which may be assessed non-invasively using late gadolinium-enhanced (LGE) magnetic resonance imaging (MRI) where scar tissue is visualised as a region of signal enhancement. In this study, we proposed a novel fully automatic pipeline to achieve an accurate and objective atrial scarring segmentation and assessment of LGE MRI scans for the AF patients. Methods: Our fully automatic pipeline uniquely combined: (1) a multi-atlas based whole heart segmentation (MA-WHS) to determine the cardiac anatomy from an MRI Roadmap acquisition which is then mapped to LGE MRI, and (2) a super-pixel and supervised learning based approach to delineate the distribution and extent of atrial scarring in LGE MRI. Results: Both our MA-WHS and atrial scarring segmentation showed accurate delineations of cardiac anatomy (mean Dice = 89%) and atrial scarring (mean Dice =79%) respectively compared to the established ground truth from manual segmentation. Compared with previously studied methods with manual interventions, our innovative pipeline demonstrated comparable results, but was computed fully automatically. Conclusion: The proposed segmentation methods allow LGE MRI to be used as an objective assessment tool for localisation, visualisation and quantification of atrial scarring.

cs.CV↗

arXiv2017

Ultra-broadband photodetection of Weyl semimetal TaAs up to infrared 10 μm range at room temperature

Photodetectors with broadband optical response have promising applications in many advanced optoelectronic and photonic devices. Especially, those with the detection range up to mid-infrared at room temperature are very challenging and highly desired. Recently, Weyl semimetal has been discovered and proposed to be favorable for photodetection since in general it breaks Lorentz invariance to have tilted chiral Weyl cones around Fermi level, which leads to chirality dependent photocurrents at arbitrarily long wavelength. Furthermore, the linear dispersion bands in Weyl cones result in very high carrier mobility and much reduced thermal carrier compared with the parabolic ones in narrow-gap semiconductors. Here, we report that the Weyl semimetal TaAs based photodetector can operate at room temperature with spectral range from blue (438.5 nm) to mid-infrared (10.29 μm) light wavelengths and the responsibility and detectivity is more than 78 uA W-1 and 1.88*107 Jones, respectively. This is the first photodetector made by a Weyl semimetal and shows its promising in room-temperature mid-infrared photodetection.

cond-mat.mtrl-sci↗

arXiv2017

Weak-2-local isometries on uniform algebras and Lipschitz algebras

We establish spherical variants of the Gleason-Kahane-Zelazko and Kowalski-Słodkowski theorems, and we apply them to prove that every weak-2-local isometry between two uniform algebras is a linear map. Among the consequences, we solve a couple of problems posed by O. Hatori, T. Miura, H. Oka and H. Takagi in 2007. Another application is given in the setting of weak-2-local isometries between Lipschitz algebras by showing that given two metric spaces $E$ and $F$ such that the set Iso$((\hbox{Lip}(E),\|.\|),(\hbox{Lip}(F),\|.\|))$ is canonical, then every\hyphenation{every} weak-2-local Iso$((\hbox{Lip}(E),\|.\|),(\hbox{Lip}(F),\|.\|))$-map $Δ$ from $\hbox{Lip}(E)$ to $\hbox{Lip}(F)$ is a linear map, where $\|.\|$ can indistinctly stand for $\|f\|_{_L} := \max\{L(f), \|f\|_{\infty} \}$ or $ \|f\|_{_s} := L(f) + \|f\|_{\infty}.$

math.FA↗

arXiv2017

Group-velocity-locked vector soliton molecules in a birefringence-enhanced fiber laser

Physics phenomena of multi-soliton complexes have enriched the life of dissipative solitons in fiber lasers. By developing a birefringence-enhanced fiber laser, we report the first experimental observation of group-velocity-locked vector soliton (GVLVS) molecules. The birefringence-enhanced fiber laser facilitates the generation of GVLVSs, where the two orthogonally polarized components are coupled together to form a multi-soliton complex. Moreover, the interaction of repulsive and attractive forces between multiple pulses binds the particle-like GVLVSs together in time domain to further form compound multi-soliton complexes, namely GVLVS molecules. By adopting the polarization-resolved measurement, we show that the two orthogonally polarized components of the GVLVS molecules are both soliton molecules supported by the strongly modulated spectral fringes and the double-humped intensity profiles. Additionally, GVLVS molecules with various soliton separations are also observed by adjusting the pump power and the polarization controller.

physics.optics↗

arXiv2017

Analytical results for a parity-time symmetric two-level system under synchronous combined modulations

We propose a simple method of combined synchronous modulations to generate the analytically exact solutions for a parity-time symmetric two-level system. Such exact solutions are expressible in terms of simple elementary functions and helpful for illuminating some generalizations of appealing concepts originating in the Hermitian system. Some intriguing physical phenomena, such as stabilization of a non-Hermitian system by periodic driving, non-Hermitian analogs of coherent destruction of tunneling (CDT) and complete population inversion (CPI), are demonstrated analytically and confirmed numerically. In addition, by using these exact solutions we derive a pulse area theorem for such non-Hermitian CPI in the parity-time symmetric two-level system. Our results may provide an additional possibility for pulse manipulation and coherent control of the parity-time symmetric two-level system.

quant-ph↗

arXiv2017

Patched peakon weak solutions of the modified Camassa-Holm equation

In this paper, we study traveling wave solutions and peakon weak solutions of the modified Camassa-Holm (mCH) equation with dispersive term $2ku_x$ for $k\in\mathbb{R}$. We study traveling wave solutions through a Hamiltonian system obtained from the mCH equation by using a nonlinear transformation. The typical traveling wave solutions given by this Hamiltonian system are unbounded or multi-valued. We provide a method, called patching technic, to truncate these traveling wave solutions and patch different segments to obtain patched bounded single-valued peakon weak solutions which satisfy jump conditions at peakons. Then, we study some special peakon weak solutions constructed by the fundamental solution of the Helmholtz operator $1-\partial_{xx}$, which can also be obtained by the patching technic. At last, we study some length and total signed area preserving closed planar curve flows that can be described by the mCH equation when $k=1$, for which we give a Hamiltonian structure and use the patched periodic peakon weak solutions to investigate loops with cusps.

math-ph↗

arXiv2017

Oriented Graphene Nanoribbons Embedded in Hexagonal Boron Nitride Trenches

Graphene nanoribbons (GNRs) are ultra-narrow strips of graphene that have the potential to be used in high-performance graphene-based semiconductor electronics. However, controlled growth of GNRs on dielectric substrates remains a challenge. Here, we report the successful growth of GNRs directly on hexagonal boron nitride substrates with smooth edges and controllable widths using chemical vapour deposition. The approach is based on a type of template growth that allows for the in-plane epitaxy of mono-layered GNRs in nano-trenches on hexagonal boron nitride with edges following a zigzag direction. The embedded GNR channels show excellent electronic properties, even at room temperature. Such in-plane hetero-integration of GNRs, which is compatible with integrated circuit processing, creates a gapped channel with a width of a few benzene rings, enabling the development of digital integrated circuitry based on GNRs.

cond-mat.mes-hall↗

arXiv2017

Mixed-gap vector solitons in PT-symmetric lattices with saturable nonlinearity

We have investigated mixed-gap vector solitons involving incoherently coupled fundamental and dipole components in a parity-time (PT) symmetric lattice with saturable nonlinearity. For the focusing case, vector solitons emerge from the semi-infinite and the first finite gaps, while for the defocusing case, vector solitons emerge from the first finite and the second finite gaps. For both cases, we find that stronger saturable nonlinearity is relative to sharper increase/decrease of soliton power with propagation constant and to narrower existence domain of vector solitons. This finding is helpful for realizing high-power solitons with limited range of propagation constant. Additionally, our numerical calculations show that increasing the weight of dipole component results in destabilization of vector solitons, while stronger saturable nonlinearity to certain extent suppresses the instability of vector solitons.

physics.optics↗

arXiv2017

Information exchange on an academic social networking site: A multidiscipline comparison on researchgate Q&A

The increasing popularity of academic social networking sites (ASNSs) requires studies on the usage of ASNSs among scholars and evaluations of the effectiveness of these ASNSs. However, it is unclear whether current ASNSs have fulfilled their design goal, as scholars' actual online interactions on these platforms remain unexplored. To fill the gap, this article presents a study based on data collected from ResearchGate. Adopting a mixed-method design by conducting qualitative content analysis and statistical analysis on 1,128 posts collected from ResearchGate Q&A, we examine how scholars exchange information and resources, and how their practices vary across three distinct disciplines: library and information services, history of art, and astrophysics. Our results show that the effect of a questioner's intention (i.e., seeking information or discussion) is greater than disciplinary factors in some circumstances. Across the three disciplines, responses to questions provide various resources, including experts' contact details, citations, links to Wikipedia, images, and so on. We further discuss several implications of the understanding of scholarly information exchange and the design of better academic social networking interfaces, which should stimulate scholarly interactions by minimizing confusion, improving the clarity of questions, and promoting scholarly content management.

cs.SI↗

arXiv2016

Charmed baryon decay asymmetry in e+e- annihilation

We propose to measure the decay asymmetry parameters in the hadronic weak decays of singly charmed baryons, such as $\ldc\to\ldπ^+,Σ^0π^+,p \bar K_0$, $Ξ_c^0\toΞ^-π^+$ and $Ω_c^0\toΩ^-π^+$. The joint angular formulae for these processes are presented, and are used to extract the asymmetry parameters in $\ee$ annihilation data. Base on the current $\ldc$ data set collected at BESIII, we estimate the experimental sensitivities to measure the parameters $α_{\ldπ^+}$ for $\ldc\to\ldπ^+$, $α_{Σ^+π^0}$ for $\ldc\toΣ^+π^0$ and $α_{\usigπ^+}$ for $\ldc\to\usigπ^+$.

hep-ph↗

arXiv2016

An Eulerian formulation of immersed interface method for membranes with tangential stretching

The forces generated by moving interfaces usually include the parts due to tangential stretching. We derive an evolution equation for the tangential stretching, which then forms the basis of an Eulerian formulation based on level set functions. The jump conditions are then derived using the level set and stretch functions. Compared with the traditional jump conditions under Lagrangian formulation, the jump conditions under the Eulerian formulation are compact and clean. The work here makes possible a local level set formulation for immersed interface method to simulate membranes or vesicles where the tangential forces are present.

math.AP↗