We present a new method to compute the electronic structure of correlated materials combining the hybrid functional method with the dynamical mean-field theory. As a test example of the method we study cerium sesquioxide, a strongly correlated Mott band insulator. The hybrid functional part improves the magnitude of the pd-band gap which is underestimated in the standard approximations to densi...

We propose an iterative gradient descent procedure for computing approximate solutions for the scenario-based mean-CVaR portfolio selection problem. This procedure is based on an algorithm proposed by Nesterov [13] for solving non-smooth convex optimization problems. Our procedure does not require any linear programming solver and in many cases the iterative steps can be solved in closed form. ...

We study dynamic Bertrand mean field games (MFG) with exhaustible capacities in which companies compete with each other using the price as the strategic variable and the interaction among the competition is through the average price. We consider both continuum mean field games and finite player games. Dynamic continuum mean field games can be modeled as a system of partial differential equation...

Geometric programming is an important class of optimization problems that enable practitioners to model a large variety of real-world applications, mostly in the field of engineering design. In many real life optimization problem multi-objective programming plays a vital role in socio economical and industrial optimizing problems. In this paper we have discussed the basic concepts and principle...

Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution parameters are computed using an alternate coordinate minimization. However, the convergence properties of this algorithm remain unclear. In this paper, we show h...

Aims. The test-field method for computing turbulent transport coefficients from simulations of hydromagnetic flows is extended to the regime with a magnetohydrodynamic (MHD) background. Methods. A generalized set of test equations is derived using both the induction equation and a modified momentum equation. By employing an additional set of auxiliary equations, we obtain linear equations descr...

Stability analysis of numerical methods for ordinary differential equations (ODEs) is motivated by the question “for what choices of stepsize does the numerical method reproduce the characteristics of the test equation?” We study a linear test equation with a multiplicative noise term, and consider mean-square and asymptotic stability of a stochastic version of the theta method. We extend some ...

The empirical likelihood method is a versatile approach for testing hypotheses and constructing confidence regions in a non-parametric setting. For testing the value of a vector mean, the empirical likelihood method offers the benefit of making no distributional assumptions beyond some mild moment conditions. However, in small samples or high dimensions the method is very poorly calibrated, pro...

Digital watermarking technique has been presented and widely researched to solve some important issues in the digital world, such as copyright protection, copy protection, and content authentication. Conventional watermarking algorithms are mostly based on discrete cosine transform (DCT), discrete Fourier transform (DFT), and discrete wavelet transform (DWT). Most of these algorithms are design...