By the integral method, we prove that any space-like entire graphic self-shrinking solution to Lagrangian mean curvature flow in $\mathbb{R}^{2n}_{n}$ with the indefinite metric $\sum_i dx_idy_i$ is flat. This result improves the previous ones in [9] and [1] by removing the additional assumption in their results. In a similar manner, we reprove its Euclidean counterpart which is established in [1].

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In this paper, we combine deep learning concepts and some proper orthogonal decomposition (POD) model reduction methods for predicting flow in heterogeneous porous media. Nonlinear flow dynamics is studied, where the dynamics is regarded as a multi-layer network. The solution at the current time step is regarded as a multi-layer network of the solution at the initial time and input parameters. As for input, we consider various sources, which include source terms (well rates), permeability fields, and initial conditions. We consider the flow dynamics, where the solution is known at some locations and the data is integrated to the flow dynamics by modifying the reduced-order model. This approach allows modifying the reduced-order formulation of the problem. Because of the small problem size, limited observed data can be handled. We consider enriching the observed data using the computational data in deep learning networks. The basis functions of the global reduced order model are selected such that the degrees of freedom represent the solution at observation points. This way, we can avoid learning basis functions, which can also be done using neural networks. We present numerical results, where we consider channelized permeability fields, where the network is constructed for various channel configurations. Our numerical results show that one can achieve a good approximation using forward feed maps based on multi-layer networks.

Stochastic gradient (SG) method has been popularly applied to solve optimization problems with objective that is stochastic or an average of many functions. Most existing works on SG assume that the underlying problem is unconstrained or has an easy-to-project constraint set. In this paper, we consider problems that have a stochastic objective and also many functional constraints. For such problems, it could be extremely expensive to project a point to the feasible set, or even compute subgradient and/or function value of all constraint functions. To find solutions of these problems, we propose a novel SG method based on the augmented Lagrangian function. Within every iteration, it inquires a stochastic subgradient of the objective, a subgradient and function value of one randomly sampled constraint function, and function value of another sampled constraint function. Hence, the per-iteration complexity is low. We establish its convergence rate for convex and also strongly convex problems. It can achieve the optimal O (1/\sqrt {k}) convergence rate for convex case and nearly optimal O (1/\sqrt {k}) rate for strongly convex case. Numerical experiments on quadratically constrained quadratic programming are conducted to demonstrate its efficiency.

The leverage effect refers to the generally negative correlation between an asset return and its changes of volatility. A natural estimate consists in using the empirical correlation between the daily returns and the changes of daily volatility estimated from high frequency data. The puzzle lies in the fact that such an intuitively natural estimate yields nearly zero correlation for most assets tested, despite the many economic reasons for expecting the estimated correlation to be negative. To better understand the sources of the puzzle, we analyze the different asymptotic biases that are involved in high frequency estimation of the leverage effect, including biases due to discretization errors, to smoothing errors in estimating spot volatilities, to estimation error, and to market microstructure noise. This decomposition enables us to propose novel bias correction methods for estimating the leverage effect.