arXiv subjects

Seung-Yeal Ha

Publications and source records attributed to Seung-Yeal Ha.

At least 55 records · Page 3Linked to original sources

arXiv2021

A Constrained Consensus Based Optimization algorithm and its Application to Finance

In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in [11] to tackle a constrained optimization problem for the global minima of the non-convex function defined on a convex domain. As a practical application of the proposed algorithm, we study the portfolio optimization problem in finance. In this application, we introduce an objective function to choose the optimal weight on each asset in a asset-bundle which yields the maximal expected returns given a certain level of risks. Simulation results show that our proposed predictor-corrector type model is successful in finding the optimal value.

math.OC↗

arXiv2021

Collective Dynamics of Lohe type aggregation models

In this paper, we review state-of-the-art results on the collective behaviors for Lohe type first-order aggregation models. Collective behaviors of classical and quantum many-body systems have received lots of attention from diverse scientific disciplines such as applied mathematics, control theory in engineering, nonlinear dynamics of statistical physics, etc. To model such collective dynamics, several phenomenological models were proposed in literature and their emergent dynamics were extensively studied in recent years. Among them, we present two Lohe type models: the Lohe tensor (LT) model and the Schrodinger-Lohe mode}, and present several sufficient conditions in unified frameworks via the Lyapunov functional approach for state diameters and dynamical systems theory approach for two-point correlation functions. We also present several numerical simulation results for the SL model.

math.DS↗

arXiv2021

Convergence analysis of the discrete consensus-based optimization algorithm with random batch interactions and heterogeneous noises

We present stochastic consensus and convergence of the discrete consensus-based optimization (CBO) algorithm with random batch interactions and heterogeneous external noises. Despite the wide applications and successful performance in many practical simulations, the convergence of the discrete CBO algorithm was not rigorously investigated in such a generality. In this work, we introduce a generalized discrete CBO algorithm with a weighted representative point and random batch interactions, and show that the proposed discrete CBO algorithm exhibits stochastic consensus and convergence toward the common equilibrium state exponentially fast under suitable assumptions on system parameters. For this, we recast the given CBO algorithm with random batch interactions as a discrete consensus model with a random switching network topology, and then we use the mixing property of interactions over sufficiently long time interval to derive stochastic consensus and convergence estimates in mean square and almost sure senses. Our proposed analysis significantly improves earlier works on the convergence analysis of CBO models with full batch interactions and homogeneous external noises.

math.OC↗

arXiv2021

Emergent behaviors of the kinetic Lohe Hermitian sphere model

We study a global well-posedness of measure-valued solutions to the kinetic Lohe Hermitian sphere(LHS) model derived from the Lohe tensor(LT) model on the set of rank-1 complex tensors(i.e. complex vectors) with the same size and investigate emergent behaviors. The kinetic LHS model corresponds to a complex analogue of the kinetic LS model which has been extensively studied in the literature on the aggregation modeling of Lohe particles on the unit sphere in Euclidean space. In this paper, we provide several frameworks in terms of system parameters and initial data leading to the local and global well-posedness of measure-valued solutions. In particular, we show emergent behaviors of the kinetic LHS model with the same free flows by analyzing the temporal evolution of the order parameter.

math.AP↗

arXiv2021

On a generalized Kuramoto model with relativistic effects and emergent dynamics

We propose a generalized Kuramoto model with relativistic effects and investigate emergent asymptotic behaviors. The proposed generalized Kuramoto model incorporates relativistic Kuramoto(RK) type models which can be derived from the relativistic Cucker-Smale (RCS) on the unit sphere under suitable approximations. We present several sufficient frameworks leading to complete synchronization in terms of initial data and system parameters. For the relativistic Kuramoto model, we show that it can be reduced to the Kuramoto model in any finite time interval in a non-relativistic limit. We also provide several numerical examples for two approximations of the relativistic Kuramoto model, and compare them with analytical results.

math.DS↗

arXiv2021

Existence and emergent dynamics of quadratically separable states to the Lohe tensor model

A tensor is a multi-dimensional array of complex numbers, and the Lohe tensor model is an aggregation model on the space of tensors with the same rank and size. It incorporates previously well-studied aggregation models on the space of low-rank tensors such as the Kuramoto model, Lohe sphere and matrix models as special cases. Due to its structural complexities in cubic interactions for the Lohe tensor model, explicit construction of solutions with specific structures looks daunting. Recently, we obtained completely separable states by associating rank-1 tensors. In this paper, we further investigate another type of solutions, namely "{\it quadratically separable states}" consisting of tensor products of matrices and their component rank-2 tensors are solutions to the double matrix model whose emergent dynamics can be studied using the same methodology of the Lohe matrix model.

math-ph↗

arXiv2021

Emergent behaviors of rotation matrix flocks

We derive an explicit form for the Cucker-Smale (CS) model on the special orthogonal group $\mathrm{SO}(3)$ by identifying closed form expressions for geometric quantities such as covariant derivative and parallel transport in exponential coordinates. We study the emergent dynamics of the model by using a Lyapunov functional approach and La Salle's invariance principle. Specifically, we show that velocity alignment emerges from some admissible class of initial data, under suitable assumptions on the communication weight function. We characterize the $ω$-limit set of the dynamical system and identify a dichotomy in the asymptotic behavior of solutions. Several numerical examples are provided to support the analytical results.

math.DS↗

arXiv2021

Emergent behaviors of high-dimensional Kuramoto models on Stiefel manifolds

We study emergent asymptotic dynamics for the first and second-order high-dimensional Kuramoto models on Stiefel manifolds which extend the previous consensus models on Riemannian manifolds including several matrix Lie groups. For the first-order consensus model on the Stiefel manifold proposed in [Markdahl et al, 2018], we show that the homogeneous ensemble relaxes the complete consensus state exponentially fast. On the other hand for a heterogeneous ensemble, we provide a sufficient condition leading to the phase-locked state in which relative distances between two states converge to definite values in a large coupling strength regime. We also propose a second-order extension of the first-order one by adding an inertial effect, and study emergent behaviors using Lyapunov functionals such as an energy functional and an averaged distance functional.

math.DS↗

arXiv2021

Asymptotic interplay of states and adapted coupling gains in the Lohe hermitian sphere model

We study emergent dynamics of the Lohe hermitian sphere (LHS) model with the same free flows under the dynamic interplay between state evolution and adaptive couplings. The LHS model is a complex counterpart of the Lohe sphere (LS) model on the unit sphere in Euclidean space, and when particles lie in the Euclidean unit sphere embedded in $\bbc^{d+1}$, it reduces to the Lohe sphere model. In the absence of interactions between states and coupling gains, emergent dynamics have been addressed in [22]. In this paper, we further extend earlier results in the aforementioned work to the setting in which the state and coupling gains are dynamically interrelated via two types of coupling laws, namely anti-Hebbian and Hebbian coupling laws. In each case, we present two sufficient frameworks leading to complete aggregation depending on the coupling laws, when the corresponding free flow is the same for all particles.

math-ph↗

arXiv2021

Emergent behaviors of homogeneous Lohe Hermitian sphere particles under time-delayed interactions

We study emergent behaviors of the Lohe hermitian sphere(LHS) model with a time-delay for a homogeneous ensemble. The LHS model is a complex counterpart of the Lohe sphere(LS) aggregation model on the unit sphere in Euclidean space, and it describes the aggregation of particles on the unit hermitian sphere in $\mathbb{C}^d$ with $d \geq 2$, Recently it has been introduced by two authors of this work as a special case of the Lohe tensor model [23]. When the coupling gain pair satisfies a specific linear relation, namely the Stuart-Landau(SL) coupling gain pair, it can be embedded into the LS model on $\mathbb{R}^{2d}$. In this work, we show that if the coupling gain pair is close to the SL coupling pair case, the dynamics of the LHS model exhibits an emergent aggregate phenomenon via the interplay between time-delayed interactions and nonlinear coupling between states. For this, we present several frameworks for complete aggregation and practical aggregation in terms of initial data and system parameters using the Lyapunov functional approach.

math-ph↗

arXiv2020

Emergent behaviors in group ring flocks

We present a first-order aggregation model on a group ring, and study its asymptotic dynamics. In a positive coupling strength regime, we show that the flow generated by the proposed model tends to an equilibrium manifold asymptotically. For this, we introduce a Lyapunov functional which is non-increasing along the flow, and using the temporal decay of the nonlinear functional and the LaSalle invariance principle, we show that the flow converges toward an equilibrium manifold asymptotically. We also show that the structure of an equilibrium manifold is strongly dependent on the structure of an underlying group.

math.DS↗

arXiv2020

Constants of motion for the finite-dimensional Lohe type models with frustration and applications to emergent dynamics

We present constants of motion for the finite-dimensional Lohe type aggregation models with frustration and we apply them to analyze the emergence of collective behaviors. The Lohe type models have been proposed as possible non-abelian and higher-dimensional generalizations of the Kuramoto model, which is a prototype phase model for synchronization. The aim of this paper is to study the emergent collective dynamics of these models under the effect of (interaction) frustration, which generalizes phase-shift frustrations in the Kuramoto model. To this end, we present constants of motion, i.e., conserved quantities along the flow generated by the models under consideration, and, from the perspective of the low-dimensional dynamics thus so obtained, derive several results concerning the emergent asymptotic patterns of the Kuramoto and Lohe sphere models.

math-ph↗

arXiv2020

Collective behaviors of the Lohe hermitian sphere model with inertia

We present a second-order extension of the first-order Lohe hermitian sphere(LHS) model and study its emergent asymptotic dynamics. Our proposed model incorporates an inertial effect as a second-order extension. The inertia term can generate an oscillatory behavior of particle trajectory in a small time interval(initial layer) which causes a technical difficulty for the application of monotonicity-based arguments. For emergent estimates, we employ two-point correlation function which is defined as an inner product between positions of particles. For a homogeneous ensemble with the same frequency matrix, we provide two sufficient frameworks in terms of system parameters and initial data to show that two-point correlation functions tend to the unity which is exactly the same as the complete aggregation. In contrast, for a heterogeneous ensemble with distinct frequency matrices, we provide a sufficient framework in terms of system parameters and initial data, which makes two-point correlation functions close to unity by increasing the principal coupling strength.

math-ph↗

arXiv2020

An intrinsic aggregation model on the special orthogonal group $\mathrm{SO}(3)$: well-posedness and collective behaviours

We investigate an aggregation model with intrinsic interactions on the special orthogonal group $SO(3)$. We consider a smooth interaction potential that depends on the squared intrinsic distance, and establish local and global existence of measure-valued solutions to the model via optimal mass transport techniques. We also study the long-time behaviours of such solutions, where we present sufficient conditions for the formation of asymptotic consensus. The analytical results are illustrated with numerical experiments that exhibit various asymptotic patterns.

math.AP↗

arXiv2020

Emergent dynamics of the Lohe Hermitian sphere model with frustration

We study emergent dynamics of the Lohe hermitian sphere(LHS) model which can be derived from the Lohe tensor model \cite{H-P2} as a complex counterpart of the Lohe sphere(LS) model. The Lohe hermitian sphere model describes aggregate dynamics of point particles on the hermitian sphere $\bbh\bbs^d$ lying in ${\mathbb C}^{d+1}$, and the coupling terms in the LHS model consist of two coupling terms. For identical ensemble with the same free flow dynamics, we provide a sufficient framework leading to the complete aggregation in which all point particles form a giant one-point cluster asymptotically. In contrast, for non-identical ensemble, we also provide a sufficient framework for the practical aggregation. Our sufficient framework is formulated in terms of coupling strengths and initial data. We also provide several numerical examples and compare them with our analytical results.

math-ph↗

arXiv2020

Emergent behaviors of Cucker-Smale flocks on the hyperboloid

We study emergent behaviors of Cucker-Smale(CS) flocks on the hyperboloid $\mathbb{H}^d$ in any dimensions. In a recent work \cite{H-H-K-K-M}, a first-order aggregation model on the hyperboloid was proposed and its emergent dynamics was analyzed in terms of initial configuration and system parameters. In this paper, we are interested in the second-order modeling of Cucker-Smale flocks on the hyperboloid. For this, we derive our second-order model from the abstract CS model on complete and smooth Riemannian manifolds by explicitly calculating the geodesic and parallel transport. Velocity alignment has been shown by combining general {velocity alignment estimates} for the abstract CS model on manifolds and verifications of a priori estimate of second derivative of energy functional. For the two-dimensional case $\mathbb{H}^2$, similar to the recent result in \cite{A-H-S}, asymptotic flocking admits only two types of asymptotic scenarios, either convergence to a rest state or a state lying on the same plane (coplanar state). We also provide several numerical simulations to illustrate an aforementioned dichotomy on the asymptotic dynamics of the hyperboloid CS model on $\mathbb{H}^2$.

math-ph↗

arXiv2020

Towards a mathematical theory of behavioral swarms

This paper presents a unified mathematical theory of swarms where the dynamics of social behaviors interacts with the mechanical dynamics of self-propelled particles. The term behavioral swarms is introduced to characterize the specific object of the theory which is subsequently followed by applications. As concrete examples for our unified approach, we show that several Cucker-Smale type models with internal variables fall down to our framework. Subsequently the modeling goes beyond the Cucker-Smale approach and looks ahead to research perspectives.

nlin.AO↗

arXiv2020

A dynamical systems approach for the shape matching of polytopes along rigid-body motions

We present a dynamical systems approach for geometric matchings in an ensemble of polytopes along rigid-body motions. Each polytope can be characterized by a vertex set and edge or faces determined by vertices, and polygons and simplexes correspond to a polytope. For a geometric matching, we propose a system of dynamical system for the evolution of centroids and rotations of polytopes to match the vertices under rigid-body motions which can be decomposed as a composition of translation and rotations. Our proposed dynamical system acts on the product space $({\mathbb R}^d \times SO(d))^N$. The evolution of centroids can be described by the coupled linear second-order dynamical system with diffusive linear couplings, whereas rotations for the matching of vertices are described by the Lohe matrix model on $SO(d)^N$. In particular, the Lohe matrix model has been derived from some set of physical principles compared to previous works in which the Lohe matrix model were employed as a system dynamics. This is a contrasted difference between earlier works on the Lohe matrix model which has been adopted a priori for an aggregate modeling of matrices. We also provide an analytical result leading to the complete shape matchings for an ensemble of congruent polytopes, and several numerical examples to illustrate analytical results visually.

math-ph↗