A Calabi–Yau threefold is called of type K if it admits an ´etale Galois covering by the product of a K3 surface and an elliptic curve. In our previous paper [16], based on Oguiso–Sakurai’s fundamental work [24], we have provided the full classification of Calabi–Yau threefolds of type K and have studied some basic properties thereof. In the present paper, we continue the study, investigating them from the viewpoint of mirror symmetry. It is shown that mirror symmetry relies on duality of certain sublattices in the second cohomology of the K3 surface appearing in the minimal splitting covering. The duality may be thought of as a version of the lattice duality of the anti-symplectic involution on K3 surfaces discovered by Nikulin [23]. Based on the duality, we obtain several results parallel to what is known for Borcea–Voisin threefolds. Along the way, we also investigate the Brauer groups of Calabi–Yau threefolds of type K.

We study the problem of constructing sparse and fast mean revert- ing portfolios. The problem is motivated by convergence trading and formu- lated as a generalized eigenvalue problem with a cardinality constraint [6]. We use a proxy of mean reversion coefficient, the direct Ornstein-Uhlenbeck (OU) estimator, which can be applied to both stationary and nonstationary data. In addition, we introduce three different methods to enforce the sparsity of the solutions. One method uses the ratio of l1 and l2 norms and the other two use l1 norm. We analyze various formulations of the resulting non-convex opti- mization problems and develop efficient algorithms to solve them for portfolio sizes as large as hundreds. By adopting a simple convergence trading strat- egy, we test the performance of our sparse mean reverting portfolios on both synthetic and historical real market data. In particular, the l1 regularization method, in combination with quadratic program formulation as well as differ-ence of convex functions and least angle regression treatment, gives fast and robust performance on large out-of-sample data set. To appear in Journal of Scientific Computing (JOMP).

In this paper, we investigate the qualitative properties of positive solutions for a two-coupled elliptic system in the punctured space. We establish a monotonicity formula that completely characterizes the singularity of positive solutions. We prove a sharp global estimate for both components of positive solutions. We also prove the nonexistence of positive semi-singular solutions, which means that one component is bounded near the singularity and the other component is unbounded near the singularity.

For Komatu-Loewner equation on a standard slit domain, we randomize the Jordan arc in a manner similar to that of \cite{S} to find the SDEs satisfied by the induced motion $\xi(t)$ on $\partial\HH$ and the slit motion $\s(t)$. The diffusion coefficient $\alpha$ and drift coefficient $b$ of such SDEs are homogenous functions. Next with solutions of such SDEs, we study the corresponding stochastic Komatu-Loewner evolution, denoted as ${\rm SKLE}_{\alpha,b}$. We introduce a function $b_{\rm BMD}$ measuring the discrepancy of a standard slit domain from $\HH$ relative to BMD. We show that ${\rm SKLE}_{\sqrt{6},-b_{\rm BMD}}$ enjoys a locality property.

In this paper, we develop high-order bound-preserving (BP) discontinuous Galerkin (DG) methods for the coupled system of compressible miscible displacements on triangular meshes. We consider the problem with multi-component fluid mixture and the (volumetric) concentration of the $j$th component, $c_j$, should be between 0 and 1. There are three main difficulties. Firstly, $c_j$ does not satisfy a maximum-principle. Therefore, the numerical techniques introduced in (X. Zhang and C.-W. Shu, Journal of Computational Physics, 229 (2010), 3091-3120) cannot be applied directly. The main idea is to apply the positivity-preserving techniques to all $c_j's$ and enforce $\sum_jc_j=1$ simultaneously to obtain physically relevant approximations. By doing so, we have to treat the time derivative of the pressure $dp/dt$ as a source in the concentration equation and choose suitable fluxes in the pressure and concentration equations. Secondly, it is not easy to construct first-order numerical fluxes for interior penalty DG methods on triangular meshes. One of the key points in the high-order BP technique applied in this paper is the combination of high-order and lower-order numerical fluxes. We will construct second-order BP schemes and use the second-order numerical fluxes as the lower-order one. Finally, the classical slope limiter cannot be applied to $c_j$. To construct the BP technique, we will not approximate $c_j$ directly. Therefore, a new limiter will be introduced. Numerical experiments will be given to demonstrate the high-order accuracy and good performance of the numerical technique.